The following pages link to Giacomo Sbrana (Q257473):
Displaying 10 items.
- Temporal aggregation of cyclical models with business cycle applications (Q257475) (← links)
- A closed-form estimator for the multivariate GARCH(1,1) model (Q391807) (← links)
- Comparing aggregate and disaggregate forecasts of first order moving average models (Q452321) (← links)
- Aggregation and marginalization of GARCH processes: some further results (Q478343) (← links)
- On the use of area-wide models in the euro-zone (Q734463) (← links)
- Feasible generalized least squares estimation of multivariate GARCH(1,1) models (Q2015062) (← links)
- (Q2888115) (← links)
- Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate (Q4687250) (← links)
- Structural time series models and aggregation: some analytical results (Q4979112) (← links)
- Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity (Q6576885) (← links)
