Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | ISSN: 0378-4266 |
| Author | Sbrana, Giacomo, Silvestrini, Andrea |
| Maintainer | CCSD |
| Last Updated | May 15, 2026, 00:30 (UTC) |
| Created | May 15, 2026, 00:30 (UTC) |
| Identifier | hal-00779483 |
| Language | en |
| contributor | Pôle Finance Responsable - Rouen Business School ; Rouen Business School |
| creator | Sbrana, Giacomo |
| date | 2012-05-15T00:00:00 |
| harvest_object_id | 07598a19-c4d4-43da-9e23-949de997bc08 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-06-03T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.1016/j.jbankfin.2012.06.015 |
| set_spec | type:ART |