GOBBI, FABIO
 Distribuzione geografica
Continente #
EU - Europa 116
NA - Nord America 86
AS - Asia 22
AF - Africa 3
SA - Sud America 1
Totale 228
Nazione #
US - Stati Uniti d'America 84
IT - Italia 71
IE - Irlanda 19
SE - Svezia 14
VN - Vietnam 8
GB - Regno Unito 4
IN - India 4
JP - Giappone 4
CN - Cina 3
FR - Francia 3
CA - Canada 2
SG - Singapore 2
ZA - Sudafrica 2
BR - Brasile 1
CH - Svizzera 1
DE - Germania 1
FI - Finlandia 1
GR - Grecia 1
HK - Hong Kong 1
KE - Kenya 1
RU - Federazione Russa 1
Totale 228
Città #
Siena 32
Dublin 17
Stockholm 14
Santa Cruz 12
Dong Ket 6
Florence 6
Ashburn 5
Empoli 5
Buffalo 4
Tokyo 4
Boardman 3
Pune 3
Southend 3
Atlanta 2
Cambridge 2
Dallas 2
Fairfield 2
Ho Chi Minh City 2
Redmond 2
San Diego 2
Seattle 2
Toronto 2
Wilmington 2
Woodbridge 2
Auburn 1
Bengaluru 1
Brooklyn 1
Cedar Knolls 1
Chaoyang 1
Chicago 1
Cuneo 1
Edinburgh 1
Fleming Island 1
Franschhoek 1
Helsinki 1
Hong Kong 1
Houston 1
Las Vegas 1
Los Angeles 1
L’Aquila 1
Montagny 1
Muizenberg 1
Nairobi 1
New York 1
Nocera Inferiore 1
Palo Alto 1
Perugia 1
Provo 1
Psychiko 1
Recife 1
Rome 1
Saint Petersburg 1
Shanghai 1
Washington 1
Wuhan 1
Totale 167
Nome #
Evaluating Forecasts from State-Dependent Autoregressive Models for US GDP Growth Rate. Comparison with Alternative Approaches, file e0feeaaa-9ad3-44d2-e053-6605fe0a8db0 88
Convolution Based Unit Root Processes: A Simulation Approach, file e0feeaa9-4340-44d2-e053-6605fe0a8db0 61
The Conditional C-Convolution Model and the Three Stage Quasi Maximum Likelihood Estimator, file e0feeaa9-6b2e-44d2-e053-6605fe0a8db0 34
The problem of detecting nonlinearity in time series generated by a state-dependent autoregressive model. A simulation study, file e0feeaaa-7e9d-44d2-e053-6605fe0a8db0 12
Joint life insurance pricing using extended Marshall-Olkin models, file e0feeaa9-5fd8-44d2-e053-6605fe0a8db0 8
Tail behavior of a sum of two dependence and heavy-tailed distributions, file c2065d34-6328-4ae0-9600-ef2c35f1c871 5
Identifying the Brownian covariation from the co-jumps given discrete observations, file e0feeaa9-9c53-44d2-e053-6605fe0a8db0 5
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting, file e0feeaab-463f-44d2-e053-6605fe0a8db0 5
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications, file e0feeaaa-a094-44d2-e053-6605fe0a8db0 4
Mixing and moments properties of a non-stationary copula-based Markov process, file e0feeaaa-cb79-44d2-e053-6605fe0a8db0 4
Tail behavior of a sum of two dependence and heavy-tailed distributions, file adeafe34-2f92-40ca-aa42-5f76156e34fc 3
Dynamic copula methods in Finance, file e0feeaaa-20af-44d2-e053-6605fe0a8db0 3
Convolution Copula Econometrics, file e0feeaaa-dbba-44d2-e053-6605fe0a8db0 3
Time-varying dependence and currency tail risk during the Covid-19 pandemic, file b125eb7e-a0f8-4b44-9a3d-d5efa6d5d585 2
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type, file e0feeaaa-095c-44d2-e053-6605fe0a8db0 1
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets, file e0feeaaa-1b60-44d2-e053-6605fe0a8db0 1
Totale 239
Categoria #
all - tutte 530
article - articoli 0
book - libri 0
conference - conferenze 0
curatela - curatele 0
other - altro 0
patent - brevetti 0
selected - selezionate 0
volume - volumi 0
Totale 530


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/202118 0 0 0 0 0 0 1 5 1 2 2 7
2021/202284 0 7 6 9 13 5 1 2 6 6 22 7
2022/202395 2 2 14 6 3 13 9 4 8 3 5 26
2023/202442 6 0 0 8 5 9 10 4 0 0 0 0
Totale 239