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Aggregation of exponential smoothing processes with an application to portfolio risk evaluation

✍ Scribed by Sbrana, Giacomo; Silvestrini, Andrea

Book ID
121495597
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
421 KB
Volume
37
Category
Article
ISSN
0378-4266

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✍ Falkenberg, S.M.; Carroll, J.A.; Keisler, D.H.; Sartin, J.L.; Elsasser, T.H.; Bu πŸ“‚ Article πŸ“… 2013 πŸ› Elsevier Science 🌐 English βš– 561 KB