statistiche ricercatore

Nome	#
Mixing and moments properties of a non-stationary copula-based Markov process	123
Convolution Copula Econometrics	76
Dynamic copula methods in Finance	72
Joint life insurance pricing using extended Marshall-Olkin models	62
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications	57
A Convolution-based Autoregressive Process	56
null	48
Tail behavior of a sum of two dependence and heavy-tailed distributions	47
Convolution Based Unit Root Processes: A Simulation Approach	46
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type	42
Identifying the Brownian covariation from the co-jumps given discrete observations	40
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting	40
The Conditional C-Convolution Model and the Three Stage Quasi Maximum Likelihood Estimator	33
Evaluating Forecasts from State-Dependent Autoregressive Models for US GDP Growth Rate. Comparison with Alternative Approaches	30
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets	25
Totale	797

	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	230	17	26	21	25	26	49	7	26	33	0	0	0
Totale													797