Mixed causal-noncausal ar processes and the modelling of explosive bubbles S Fries, JM Zakoian
Econometric Theory 35 (6), 1234-1270, 2019
48 2019 National natural rates of interest and the single monetary policy in the euro area S Fries, JS Mésonnier, S Mouabbi, JP Renne
Journal of Applied Econometrics 33 (6), 763-779, 2018
45 2018 Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds S Fries
arXiv preprint arXiv:1805.05397, 2018
19 * 2018 Understanding the explosive trend in EU ETS prices--fundamentals or speculation? M Friedrich, S Fries, M Pahle, O Edenhofer
arXiv preprint arXiv:1906.10572, 2019
18 2019 Rules vs. discretion in cap-and-trade programs: evidence from the EU emission trading system M Friedrich, S Fries, M Pahle, O Edenhofer
CESifo Working Paper, 2020
7 2020 Methods and systems for flagging events in a time series and evaluating a downhole operation S Fries, T Hou, A Ennaifer, L Jiang, J Kherroubi, H Dumont
US Patent 12,018,559, 2024
5 2024 Path prediction of aggregated -stable moving averages using semi-norm representations S Fries
arXiv preprint arXiv:1809.03631, 2018
4 2018 National natural rates of interest and the single monetary policy in the Euro Area. Banque de France S Fries, JS Mésonnier, S Mouabbi, JP Renne
Working Paper Series, 2016
4 2016 Bet on a bubble asset? An optimal portfolio allocation strategy G de Truchis, EI Dumitrescu, S Fries, A Thomas
2024 Anticipative alpha-stable linear processes for time series analysis: conditional dynamics and estimation S Fries
Université Paris Saclay (COmUE), 2018
2018