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Munich Personal RePEc Archive

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Jump to: 86926 | 105770
Number of items: 2.

86926

Fries, Sébastien and Zakoian, Jean-Michel (2017): Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles.

105770

Fries, Sébastien (2018): Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds.

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