GOBBI, FABIO
GOBBI, FABIO
DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"
Assegnisti
Comparative Analysis of Financial Market Volatility and Correlation Risk During the Great Recession and the COVID-19 Pandemic
In corso di stampa Gobbi Fabio
Estimation and forecasting of the Japan GDP growth rate using a state-dependent autoregressive model
2022 Gobbi Fabio; Mulinacci Sabrina
The problem of detecting nonlinearity in time series generated by a state-dependent autoregressive model. A simulation study
2022 fabio gobbi
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
2021 Gobbi F.; Kolev N.; Mulinacci S.
Mixing and moments properties of a non-stationary copula-based Markov process
2020 Gobbi F.; Mulinacci S.
JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS
2019 Gobbi, Fabio; Kolev, Nikolai; Mulinacci, Sabrina
Tail behavior of a sum of two dependence and heavy-tailed distributions
2018 Gobbi Fabio
Convolution Based Unit Root Processes: A Simulation Approach
2016 Gobbi Fabio
Convolution Copula Econometrics
2016 Cherubini Umberto; Fabio Gobbi; Mulinacci Sabrina
Dynamic Copula Methods in Finance
2012 U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli
Identifying the diffusion covariation and the co-jumps given discrete observations
2012 Mancini Cecilia; Gobbi Fabio
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets
2010 U. Cherubini; F. Gobbi; S. Mulinacci; S. Romagnoli