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Fingerprint Dive into the research topics where Sebastien Fries is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Moving Average Mathematics
Stable Process Mathematics
Bubble Mathematics
Conditional Moments Mathematics
Seminorm Mathematics
Prediction Mathematics
Odds Mathematics
Linear Process Mathematics

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Research Output 2018 2019

  • 2 Article
  • 2 Working paper
  • 1 PhD Thesis - Research external, graduation external

Anticipative alpha-stable linear processes for time series analysis : conditional dynamics and estimation

Fries, S., 11 Jan 2019, 239 p.

Research output: PhD ThesisPhD Thesis - Research external, graduation externalAcademic

Linear Process
Stable Process
Time Series Analysis
Moving Average
Extreme Events

Mixed Causal-Noncausal AR Processes and the Modelling of Explosive Bubbles

Fries, S. & Zakoian, J. M., Dec 2019, In : Econometric Theory. 35, 6, p. 1234-1270 36 p.

Research output: Contribution to JournalArticleAcademicpeer-review

Portmanteau Test
Autoregressive Conditional Heteroscedasticity
Stable Distribution
Conditional Moments
Stable Process
Moving Average

National natural rates of interest and the single monetary policy in the euro area

Fries, S., Mésonnier, J. S., Mouabbi, S. & Renne, J. P., 1 Sep 2018, In : Journal of Applied Econometrics. 33, 6, p. 763-779 17 p.

Research output: Contribution to JournalArticleAcademicpeer-review

monetary policy
European Central Bank
interest rate
Moving Average
Conditional Distribution