Giacomo Sbrana

Identifiers

• name variant Giacomo Sbrana 0.60 · backfill

Papers (2)

1. Multivariate trend-cycle extraction with the Hodrick-Prescott filter stat.ME · 2015 · author #2
2. A closed-form estimator for the multivariate GARCH(1,1) model math.ST · 2013 · author #1

Mentions

• 1508.05588 #2 · backfill · confidence 0.70 Giacomo Sbrana
• 1303.3740 #1 · backfill · confidence 0.70 Giacomo Sbrana

Frequent Coauthors

• Federico Poloni 2 shared papers