Weighted Maximum Likelihood for Mixed Causal Non-causal Autoregressive Models with Application to the Forecasting of Bubbles in Financial Time Series
Gabriele Mingoli
- Research Master Defense
Gabriele Mingoli
Yang Zhong
Liying Zhang
Yudan Ying
Kirstin Wacker
Andras Lengyel
Quint Wiersma
Janneke van Brummelen
Roger Prudon
Rafael Nunes Teixeira
Esmée Dijk
Leon Bremer
Alejandro Hirmas
Anna Buijsman
Merve Mavus Kutuk
Stefan Wöhrmüller
Evgnenii Vladimirov
Sjoerd van Alten
Christopher Graser