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
Tolga Özden
Magda Rola-Janicka
Lingwei Kong
Timo Klein
Yang Zhong
Bo Andree
Yacine Ait-Sahalia (Princeton University, United States)
Alberto Manconi (Bocconi University, Italy)
Lorraine Dearden (IFS and UCL, United Kingdom)
Camille Cornand (University of Lyon, France)
Oliver Schenker (Frankfurt School of Finance & Management, Germany)
Raquel Fernandez (New York University, United States)
Bob Slonim (University of Sydney, Australia)
Alexander Ljungqvist (Stockholm School of Economics, Sweden)
Roman Andres Zarate (BRIQ institute Bonn, Germany)
Irene Botosaru (University of Bristol, United Kingdom) and Chris Muris (University of Bristol, United Kingdom)
Yves Le Yaoaunq (Ludwig-Maximilians-Universität, Germany)
Jean-Paul Renne (University of Lausanne, Switzerland)
Jonathan Schulz (George Mason University, United States)