Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
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.
MPRA is a RePEc service hosted by
the Munich University Library in Germany.