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sm_creator:"Sbrana, Giacomo"
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WorkingPaper
Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Sbrana, Giacomo
Silvestrini, Andrea
(2010)
Journal article
Comparing aggregate and disaggregate forecasts of first order moving average models
Sbrana, Giacomo
Silvestrini, Andrea
[UCL]
(2012)
Statistical Papers — Vol. 53, no. 2, p. 255-263 (2012)