Publications
Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds
Author(s):
Sébastien Fries
Published in:
Journal of Business & Economic Statistics, 2021, Page(s) 1-21, ISSN 0735-0015
Publisher:
American Statistical Association
DOI:
10.1080/07350015.2021.1953508
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