Giacomo Sbrana

According to our database, Giacomo Sbrana authored at least 6 papers between 2008 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Modelling intermittent time series and forecasting COVID-19 spread in the USA.

Giacomo Sbrana

J. Oper. Res. Soc., February, 2023

2021

High-dimensional Holt-Winters trend model: Fast estimation and prediction.

Giacomo Sbrana

J. Oper. Res. Soc., 2021

2014

Feasible generalized least squares estimation of multivariate GARCH(1, 1) models.

Federico Poloni, Giacomo Sbrana

J. Multivar. Anal., 2014

2013

A closed-form estimator for the multivariate GARCH(1, 1)(1, 1) model.

Giacomo Sbrana, Federico Poloni

J. Multivar. Anal., 2013

2012

Temporal aggregation of cyclical models with business cycle applications.

Giacomo Sbrana, Andrea Silvestrini

Stat. Methods Appl., 2012

2008

On the use of area-wide models in the Euro-zone - The money demand case.

Giacomo Sbrana

Stat. Methods Appl., 2008