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

DOI

R Code necessary for the replication of the experiments, figures and tables in the published version article.

Identifier
DOI https://doi.org/10.34894/FMF3UP
Related Identifier https://doi.org/10.1080/07350015.2021.1953508
Metadata Access https://dataverse.nl/oai?verb=GetRecord&metadataPrefix=oai_datacite&identifier=doi:10.34894/FMF3UP
Provenance
Creator Fries, Sebastien ORCID logo
Publisher DataverseNL
Contributor Fries, Sebastien
Publication Year 2021
Rights CC0 Waiver; info:eu-repo/semantics/openAccess; https://creativecommons.org/publicdomain/zero/1.0/
OpenAccess true
Contact Fries, Sebastien (Vrije Universiteit Amsterdam)
Representation
Resource Type Dataset
Format application/zip
Size 1346369995
Version 1.0
Discipline Agriculture, Forestry, Horticulture, Aquaculture; Agriculture, Forestry, Horticulture, Aquaculture and Veterinary Medicine; Life Sciences; Social Sciences; Social and Behavioural Sciences; Soil Sciences