This paper investigates on the alpha-stable distribution capacity to capture the probability of
market crashes by means of the dynamic forecasting of its alpha and beta parameters. On …

The nature and novelty of crypto markets have given rise to speculative bubbles, which have
permeated almost all cryptocurrencies. This paper shows that the log-periodic model with …

Renewal theory is a branch of probability theory rich in fascinating mathematical problems
and also in various important applications. On the other hand, regular variation of functions …

The defining property of an ORV-function f is that f∈ 𝔽+ f ∈ F _+ is measurable and the
upper limit function exists and is positive and finite (see Definition 3.7). The main aim of this …