Replication Data for: Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds

Dataset

Description

R Code necessary for the replication of the experiments, figures and tables in the published version article.
Date made available30 Aug 2021
PublisherDataverseNL
Date of data production30 Aug 2021

Keywords

  • Noncausal processes
  • Forecasting
  • Bubbles
  • Crashes

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