statistiche ricercatore

Nome	#
Mixing and moments properties of a non-stationary copula-based Markov process	150
Dynamic copula methods in Finance	115
Convolution Copula Econometrics	99
Joint life insurance pricing using extended Marshall-Olkin models	94
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications	84
A Convolution-based Autoregressive Process	83
Tail behavior of a sum of two dependence and heavy-tailed distributions	76
The problem of detecting nonlinearity in time series generated by a state-dependent autoregressive model. A simulation study	74
Convolution Based Unit Root Processes: A Simulation Approach	70
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type	69
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting	68
Identifying the Brownian covariation from the co-jumps given discrete observations	63
The Conditional C-Convolution Model and the Three Stage Quasi Maximum Likelihood Estimator	57
Evaluating Forecasts from State-Dependent Autoregressive Models for US GDP Growth Rate. Comparison with Alternative Approaches	55
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets	43
Time-varying dependence and currency tail risk during the Covid-19 pandemic	35
Totale	1.235

	Totale	Lug	Ago	Sett	Ott	Nov	Dic	Gen	Feb	Mar	Apr	Mag	Giu
2020/2021	225	0	0	0	33	77	9	9	22	20	9	14	32
2021/2022	342	10	53	53	42	33	16	4	24	10	9	35	53
2022/2023	253	17	26	21	25	26	49	7	22	42	4	12	2
2023/2024	296	11	6	32	7	16	107	93	1	0	2	1	20
2024/2025	119	8	29	36	22	24	0	0	0	0	0	0	0
Totale													1.235