GOBBI, FABIO
GOBBI, FABIO
Dipartimento di Economia Politica e Statistica
A Convolution-based Autoregressive Process
2013-01-01 Cherubini, U; Gobbi, F
A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets
2010-01-01 Cherubini, U.; Gobbi, F.; Mulinacci, S.; Romagnoli, S.
Convolution Based Unit Root Processes: A Simulation Approach
2016-01-01 Gobbi, F.
Convolution Copula Econometrics
2016-01-01 Cherubini, U.; Gobbi, F.; Mulinacci, S.
Dynamic copula methods in Finance
2012-01-01 Cherubini, U.; Gobbi, F.; Mulinacci, S.; Romagnoli, S.
Estimating the diffusion part of the covariation between two volatility models with jumps of Lévy type
2007-01-01 Gobbi, Fabio; Mancini, Cecilia
Evaluating Forecasts from State-Dependent Autoregressive Models for US GDP Growth Rate. Comparison with Alternative Approaches
2021-01-01 Gobbi, F.
Identifying the Brownian covariation from the co-jumps given discrete observations
2012-01-01 Mancini, C; Gobbi, F
Joint life insurance pricing using extended Marshall-Olkin models
2019-01-01 Gobbi, F.; Kolev, N.; Mulinacci, S.
Mixing and moments properties of a non-stationary copula-based Markov process
2020-01-01 Gobbi, F; Mulinacci, S
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
2021-01-01 Gobbi, F.; Kolev, N.; Mulinacci, S.
State-dependent Autoregressive Models with p Lags: Properties, Estimation and Forecasting
2022-01-01 Gobbi, F.; Mulinacci, S.
Tail behavior of a sum of two dependence and heavy-tailed distributions
2018-01-01 Gobbi, F.
The Conditional C-Convolution Model and the Three Stage Quasi Maximum Likelihood Estimator
2014-01-01 Gobbi, F.
The problem of detecting nonlinearity in time series generated by a state-dependent autoregressive model. A simulation study
2022-01-01 Gobbi, F.
Time-varying dependence and currency tail risk during the Covid-19 pandemic
2023-01-01 Gobbi, F.; Mulinacci, S.