GOBBI, FABIO

GOBBI, FABIO  

Dipartimento di Economia Politica e Statistica  

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Risultati 1 - 15 di 15 (tempo di esecuzione: 0.002 secondi).
Titolo Data di pubblicazione Autore(i) File Abstract
The Conditional C-Convolution Model and the Three Stage Quasi Maximum Likelihood Estimator 1-gen-2014 Gobbi, F. -
Convolution Based Unit Root Processes: A Simulation Approach 1-gen-2016 Gobbi, F. -
Convolution Copula Econometrics 1-gen-2016 Cherubini, U.; Gobbi, F.; Mulinacci, S. -
A Convolution-based Autoregressive Process 1-gen-2013 Cherubini, U; Gobbi, F -
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets 1-gen-2010 Cherubini, U.; Gobbi, F.; Mulinacci, S.; Romagnoli, S. -
Dynamic copula methods in Finance 1-gen-2012 Cherubini, U.; Gobbi, F.; Mulinacci, S.; Romagnoli, S. -
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type 1-gen-2007 Gobbi, Fabio; Mancini, Cecilia -
Evaluating Forecasts from State-Dependent Autoregressive Models for US GDP Growth Rate. Comparison with Alternative Approaches 1-gen-2021 Gobbi, F. -
Identifying the Brownian covariation from the co-jumps given discrete observations 1-gen-2012 Mancini, C; Gobbi, F -
Joint life insurance pricing using extended Marshall-Olkin models 1-gen-2019 Gobbi, F.; Kolev, N.; Mulinacci, S. -
Mixing and moments properties of a non-stationary copula-based Markov process 1-gen-2020 Gobbi, F; Mulinacci, S -
The problem of detecting nonlinearity in time series generated by a state-dependent autoregressive model. A simulation study 1-gen-2022 Gobbi, F. -
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications 1-gen-2021 Gobbi, F.; Kolev, N.; Mulinacci, S. -
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting 1-gen-2022 Gobbi, F.; Mulinacci, S. -
Tail behavior of a sum of two dependence and heavy-tailed distributions 1-gen-2018 Gobbi, F. -