GOBBI, FABIO
 Distribuzione geografica
Continente #
NA - Nord America 512
EU - Europa 436
AS - Asia 38
OC - Oceania 1
Totale 987
Nazione #
US - Stati Uniti d'America 510
IE - Irlanda 165
IT - Italia 82
GB - Regno Unito 80
FR - Francia 31
SE - Svezia 27
CN - Cina 18
FI - Finlandia 16
VN - Vietnam 14
UA - Ucraina 12
DE - Germania 9
BE - Belgio 8
ES - Italia 4
IN - India 3
CA - Canada 2
AU - Australia 1
CY - Cipro 1
LU - Lussemburgo 1
PL - Polonia 1
TR - Turchia 1
UZ - Uzbekistan 1
Totale 987
Città #
Dublin 161
Southend 73
Fairfield 67
Chandler 62
Ashburn 48
New York 37
Princeton 29
Wilmington 23
Woodbridge 21
Seattle 20
Ann Arbor 18
Cambridge 17
Helsinki 16
Houston 16
Dong Ket 14
San Mateo 12
Guangzhou 10
Washington 10
San Diego 9
Siena 9
Brussels 8
Fremont 4
Norwalk 4
Shanghai 4
Bologna 3
Catania 3
Florence 3
San Francisco 3
Seano 3
Sesto Fiorentino 3
Venturina 3
Cesena 2
Córdoba 2
Duncan 2
Edinburgh 2
Haikou 2
Jacksonville 2
Milan 2
Pune 2
Rimini 2
Toronto 2
Vignola 2
Acton 1
Beijing 1
Chiswick 1
Dallas 1
Gmina Morawica 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
Totale 751
Nome #
Mixing and moments properties of a non-stationary copula-based Markov process 143
Dynamic copula methods in Finance 93
Convolution Copula Econometrics 91
Joint life insurance pricing using extended Marshall-Olkin models 86
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications 75
A Convolution-based Autoregressive Process 74
The problem of detecting nonlinearity in time series generated by a state-dependent autoregressive model. A simulation study 66
Tail behavior of a sum of two dependence and heavy-tailed distributions 66
Convolution Based Unit Root Processes: A Simulation Approach 64
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type 62
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting 57
Identifying the Brownian covariation from the co-jumps given discrete observations 56
The Conditional C-Convolution Model and the Three Stage Quasi Maximum Likelihood Estimator 48
Evaluating Forecasts from State-Dependent Autoregressive Models for US GDP Growth Rate. Comparison with Alternative Approaches 47
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets 39
Time-varying dependence and currency tail risk during the Covid-19 pandemic 26
Totale 1.093
Categoria #
all - tutte 4.496
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 4.496


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
2023/2024273 11 6 32 7 16 107 93 1 0 0 0 0
Totale 1.093