Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
type: Dataset
description: International audience
issued: 2026-05-15T00:30:14.679277
language: en
modified: 2026-05-15T00:30:14.679283
contact point: Organization
  fn: CCSD
keyword: arima
keyword: contemporaneous-and-temporal-aggregation
keyword: infoeu-reposemanticsarticle
keyword: jel-c---mathematical-and-quantitative-methodscc1---econometric-and-statistical-methods-and-method
keyword: jel-c---mathematical-and-quantitative-methodscc3---multiple-or-simultaneous-equation-models--mul
keyword: jel-c---mathematical-and-quantitative-methodscc4---econometric-and-statistical-methods--special
keyword: journal-articles
keyword: shsecoecohumanities-and-social-scienceseconomics-and-financedomainshsecoeco
keyword: value-at-risk
keyword: volatility
landing page: 0378-4266

Aggregation of exponential smoothing processes with an application to portfolio risk evaluation
type: Distribution
format: HTML
issued: 2026-05-15T00:30:14.724571
modified: 2026-05-15T00:30:14.647313
access URL: https://hal.science/hal-00779483

test_moissonnage_selune
type: Agent