Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds
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Publication:6620978
DOI10.1080/07350015.2021.1953508zbMATH Open1547.62725MaRDI QIDQ6620978
Publication date: 17 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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