Affiliation:
1. Department of Economics University of Toronto Toronto Canada
2. Toulouse School of Economics Toulouse France
3. CREST Paris France
4. Department of Economics York University Toronto Canada
Funder
Natural Sciences and Engineering Research Council of Canada
Subject
Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modelling and Simulation
Reference23 articles.
1. The Shape of Asymptotic Dependence
2. Bubbles, Rational Expectations and Financial Markets
3. On Prediction of Heavy-Tailed Autoregressive Sequences: Forward Versus Reversed Time
4. Fries S.(2018).Path prediction of aggregatedα‐stable moving averages using semi‐norm representation. Arxiv 1809‐03631.
5. Fries S.(2019).Conditional moments of noncausalα‐stableMarkov processes and the prediction of bubble burst odds. arXiv preprint: 1805.05397.
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