Fabio Gobbi

Available identifiers

zbMath Open gobbi.fabioMaRDI QIDQ504914

List of research outcomes

Publication	Date of Publication	Type
Mixing and moments properties of a non-stationary copula-based Markov process	2022-05-18	Paper
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications	2021-11-19	Paper
State-Dependent Autoregressive Models: Properties, Estimation and Forecasting	2020-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q5223125	2019-07-17	Paper
JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS	2019-05-29	Paper
Gaussian autoregressive process with dependent innovations. Some asymptotic results	2017-04-11	Paper
$\beta$-mixing and moments properties of a non-stationary copula-based Markov process	2017-04-05	Paper
Convolution copula econometrics	2017-01-17	Paper
Granger Independent Martingale Processes	2016-07-06	Paper
A Convolution-Based Autoregressive Process	2013-09-20	Paper
IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS	2012-04-24	Paper
Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Levy jumps	2007-05-09	Paper

Research outcomes over time

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