GOBBI, FABIO
 Distribuzione geografica
Continente #
NA - Nord America 527
EU - Europa 503
AS - Asia 51
AF - Africa 2
OC - Oceania 2
SA - Sud America 1
Totale 1.086
Nazione #
US - Stati Uniti d'America 524
IE - Irlanda 165
IT - Italia 84
GB - Regno Unito 81
RU - Federazione Russa 59
FR - Francia 31
SE - Svezia 27
CN - Cina 20
FI - Finlandia 17
VN - Vietnam 14
UA - Ucraina 12
SG - Singapore 10
DE - Germania 9
BE - Belgio 8
ES - Italia 4
IN - India 3
CA - Canada 2
NL - Olanda 2
AT - Austria 1
AU - Australia 1
CI - Costa d'Avorio 1
CY - Cipro 1
EC - Ecuador 1
LU - Lussemburgo 1
MA - Marocco 1
MX - Messico 1
NZ - Nuova Zelanda 1
PL - Polonia 1
RO - Romania 1
TH - Thailandia 1
TR - Turchia 1
UZ - Uzbekistan 1
Totale 1.086
Città #
Dublin 161
Southend 73
Fairfield 67
Chandler 62
Ashburn 49
New York 37
Princeton 29
Wilmington 23
Woodbridge 21
Seattle 20
Ann Arbor 18
Cambridge 17
Helsinki 17
Houston 16
Dong Ket 14
Moscow 13
San Mateo 12
Guangzhou 11
Washington 10
Dallas 9
San Diego 9
Siena 9
Brussels 8
Singapore 8
Fremont 4
Norwalk 4
Shanghai 4
Bologna 3
Catania 3
Florence 3
San Francisco 3
Seano 3
Sesto Fiorentino 3
Venturina 3
Barger-Compascuum 2
Cesena 2
Córdoba 2
Duncan 2
Edinburgh 2
Haikou 2
Jacksonville 2
Milan 2
North Bergen 2
Pune 2
Rimini 2
Toronto 2
Vignola 2
Abidjan 1
Acton 1
Beijing 1
Chiswick 1
Craiova 1
Gmina Morawica 1
Guayaquil 1
Jerez De La Frontera 1
London 1
Luxembourg 1
Mogliano Veneto 1
Padova 1
Perth 1
Phoenix 1
Prato 1
Rome 1
Scafati 1
Strovolos 1
Vienna 1
Totale 791
Nome #
Mixing and moments properties of a non-stationary copula-based Markov process 149
Dynamic copula methods in Finance 100
Convolution Copula Econometrics 98
Joint life insurance pricing using extended Marshall-Olkin models 91
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications 82
A Convolution-based Autoregressive Process 81
Tail behavior of a sum of two dependence and heavy-tailed distributions 74
The problem of detecting nonlinearity in time series generated by a state-dependent autoregressive model. A simulation study 71
Convolution Based Unit Root Processes: A Simulation Approach 69
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type 68
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting 66
Identifying the Brownian covariation from the co-jumps given discrete observations 62
The Conditional C-Convolution Model and the Three Stage Quasi Maximum Likelihood Estimator 55
Evaluating Forecasts from State-Dependent Autoregressive Models for US GDP Growth Rate. Comparison with Alternative Approaches 52
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets 41
Time-varying dependence and currency tail risk during the Covid-19 pandemic 33
Totale 1.192
Categoria #
all - tutte 5.265
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 5.265


Totale Lug Ago Sett Ott Nov Dic Gen Feb Mar Apr Mag Giu
2020/2021225 0 0 0 33 77 9 9 22 20 9 14 32
2021/2022342 10 53 53 42 33 16 4 24 10 9 35 53
2022/2023253 17 26 21 25 26 49 7 22 42 4 12 2
2023/2024296 11 6 32 7 16 107 93 1 0 2 1 20
2024/202576 8 29 36 3 0 0 0 0 0 0 0 0
Totale 1.192