GOBBI, FABIO

GOBBI, FABIO  

DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"  

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Risultati 1 - 12 di 12 (tempo di esecuzione: 0.019 secondi).
Titolo Autore(i) Anno Periodico Editore Tipo File
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets U. Cherubini; F. Gobbi; S. Mulinacci; S. Romagnoli 2010-01-01 - Springer Verlag 4.01 Contributo in Atti di convegno -
Convolution Based Unit Root Processes: A Simulation Approach Gobbi Fabio 2016-01-01 INTERNATIONAL JOURNAL OF STATISTICS AND PROBABILITY - 1.01 Articolo in rivista -
Convolution Copula Econometrics Cherubini Umberto; Fabio Gobbi; Mulinacci Sabrina 2016-01-01 - Springer 3.01 Monografia / trattato scientifico in forma di libro -
Dynamic Copula Methods in Finance U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli 2012-01-01 - John Wiley & Sons, Ltd 3.01 Monografia / trattato scientifico in forma di libro -
Estimation and forecasting of the Japan GDP growth rate using a state-dependent autoregressive model Gobbi Fabio; Mulinacci Sabrina 2022-01-01 CENTRAL EUROPEAN JOURNAL OF ECONOMIC MODELLING AND ECONOMETRICS - 1.01 Articolo in rivista -
Identifying the diffusion covariation and the co-jumps given discrete observations Mancini Cecilia; Gobbi Fabio 2012-01-01 ECONOMETRIC THEORY - 1.01 Articolo in rivista -
JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS Gobbi, Fabio; Kolev, Nikolai; Mulinacci, Sabrina 2019-01-01 ASTIN BULLETIN - 1.01 Articolo in rivista GobbiF_AB_2019_postprint.pdf
Mixing and moments properties of a non-stationary copula-based Markov process Gobbi F.; Mulinacci S. 2020-01-01 COMMUNICATIONS IN STATISTICS. THEORY AND METHODS - 1.01 Articolo in rivista 11585_732645.pdf
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications fabio gobbi, nikolai kolev, sabrina mulinacci 2021-01-01 INSURANCE MATHEMATICS & ECONOMICS - 1.01 Articolo in rivista -
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications Gobbi F.; Kolev N.; Mulinacci S. 2021-01-01 INSURANCE MATHEMATICS & ECONOMICS - 1.01 Articolo in rivista 11585_834299.pdf
Tail behavior of a sum of two dependence and heavy-tailed distributions Gobbi Fabio 2018-01-01 JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS - 1.01 Articolo in rivista -
The problem of detecting nonlinearity in time series generated by a state-dependent autoregressive model. A simulation study fabio gobbi 2022-01-01 INTERNATIONAL JOURNAL OF OPERATIONAL RESEARCH - 1.01 Articolo in rivista -