Jan 30, 2018; Talk
Brown Bag SeminarJean-Michel Zakoian (ENSAE, Paris): Noncausal heavy-tailed autoregressive process and the modeling of bubbles
Speaker(s)
Jean-Michel Zakoian (ENSAE, Paris)
Start and end time
11:10 AM
-
12:40 PM
Location
TUD Falkenbrunnen 001
Address
Falkenbrunnen
Würzburger Straße 35
01187 Dresden
Würzburger Straße 35
01187 Dresden
Noncausal heavy-tailed autoregressive process and the modeling of bubbles