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Journal of Business & Economic Statistics Volume 40, 2022 - Issue 4

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

Sébastien FriesDepartment of Econometrics and Data Science, Vrije Universiteit Amsterdam, Amsterdam, NetherlandsCorrespondence[email protected]

https://orcid.org/0000-0003-1204-5532 View further author information

Pages 1596-1616 | Published online: 25 Aug 2021

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https://doi.org/10.1080/07350015.2021.1953508
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