Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds

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Authors: Sébastien Fries

Journal title: Journal of Business & Economic Statistics

Journal publisher: American Statistical Association

Published year: 2021

Published pages: 1-21

DOI identifier: 10.1080/07350015.2021.1953508

ISSN: 0735-0015