Munich Personal RePEc Archive

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Number of items: 2.

September 2017

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

May 2018

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

This list was generated on Fri May 29 00:29:34 2020 CEST.
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