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 | 44 | 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 | 20 | 2019 |
Conditional moments of noncausal alpha-stable processes and the prediction of bubble crash odds S Fries arXiv preprint arXiv:1805.05397, 2018 | 19* | 2018 |
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 | 6 | 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 |
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 | 5 | 2016 |
Path prediction of aggregated -stable moving averages using semi-norm representations S Fries arXiv preprint arXiv:1809.03631, 2018 | 4 | 2018 |
Anticipative alpha-stable linear processes for time series analysis: conditional dynamics and estimation S Fries Université Paris Saclay (COmUE), 2018 | | 2018 |