Giacomo Sbrana

Available identifiers

zbMath Open sbrana.giacomoMaRDI QIDQ257473

List of research outcomes

Publication	Date of Publication	Type
Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate	2018-10-11	Paper
Temporal aggregation of cyclical models with business cycle applications	2016-03-17	Paper
Aggregation and marginalization of GARCH processes: some further results	2014-12-03	Paper
Feasible generalized least squares estimation of multivariate GARCH(1,1) models	2014-06-18	Paper
Structural time series models and aggregation: some analytical results	2014-06-16	Paper
A closed-form estimator for the multivariate GARCH(1,1) model	2014-01-13	Paper
Comparing aggregate and disaggregate forecasts of first order moving average models	2012-09-20	Paper
https://portal.mardi4nfdi.de/entity/Q2888115	2012-05-30	Paper
On the use of area-wide models in the euro-zone	2009-10-13	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Giacomo Sbrana