Fabio Gobbi

From MaRDI portal
Person:504914

Available identifiers

zbMath Open gobbi.fabioMaRDI QIDQ504914

List of research outcomes





PublicationDate of PublicationType
Mixing and moments properties of a non-stationary copula-based Markov process2022-05-18Paper
Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications2021-11-19Paper
State-Dependent Autoregressive Models: Properties, Estimation and Forecasting2020-02-08Paper
https://portal.mardi4nfdi.de/entity/Q52231252019-07-17Paper
JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS2019-05-29Paper
Gaussian autoregressive process with dependent innovations. Some asymptotic results2017-04-11Paper
$\beta$-mixing and moments properties of a non-stationary copula-based Markov process2017-04-05Paper
Convolution copula econometrics2017-01-17Paper
Granger Independent Martingale Processes2016-07-06Paper
A Convolution-Based Autoregressive Process2013-09-20Paper
IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS2012-04-24Paper
Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Levy jumps2007-05-09Paper

Research outcomes over time

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