@unpublished{banerjee:hal-00870795, TITLE = {{Detecting and Forecasting Large Deviations and Bubbles in a Near-Explosive Random Coefficient Model}}, AUTHOR = {Banerjee, Anurag Narayan and Chevillon, Guillaume and Kratz, Marie}, URL = {https://essec.hal.science/hal-00870795}, NOTE = {working paper or preprint}, HAL_LOCAL_REFERENCE = {ESSEC Working paper. Document de Recherche ESSEC / Centre de recherche de l'ESSEC. ISSN : 1291-9616. WP 1314}, YEAR = {2013}, MONTH = Sep, KEYWORDS = {Local Asymptotics ; Asset Prices ; Bubbles ; Random Coefficient Autoregressive Model}, PDF = {https://essec.hal.science/hal-00870795/file/WP1314.pdf}, HAL_ID = {hal-00870795}, HAL_VERSION = {v1}, }