Research output per year
Research output per year
Description
R Code necessary for the replication of the experiments, figures and tables in the published version article.
| Date made available | 30 Aug 2021 |
|---|---|
| Publisher | DataverseNL |
| Date of data production | 30 Aug 2021 |
Keywords
- Noncausal processes
- Forecasting
- Bubbles
- Crashes
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Conditional Moments of Noncausal Alpha-Stable Processes and the Prediction of Bubble Crash Odds
Fries, S., 2022, In: Journal of Business and Economic Statistics. 40, 4, p. 1596-1616 21 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds
Fries, S., 2018, arXiv, 24 p.Research output: Working paper / Preprint › Working paper › Professional
Prizes
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MSCA-Individual Fellowship awarded for 2 years
Fries, Sebastien (Recipient), 2020
Prize / Grant: Grant › Academic