fabio gobbi, The problem of detecting nonlinearity in time series generated by a state-dependent autoregressive model. A simulation study, «INTERNATIONAL JOURNAL OF OPERATIONAL RESEARCH», 2022, 45, pp. 107 - 124 [articolo]
Gobbi F.; Kolev N.; Mulinacci S., Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications, «INSURANCE MATHEMATICS & ECONOMICS», 2021, 101, pp. 342 - 358 [articolo]Open Access
Gobbi F.; Mulinacci S., Mixing and moments properties of a non-stationary copula-based Markov process, «COMMUNICATIONS IN STATISTICS. THEORY AND METHODS», 2020, 49, pp. 4559 - 4570 [articolo]Open Access
Gobbi, Fabio; Kolev, Nikolai; Mulinacci, Sabrina, JOINT LIFE INSURANCE PRICING USING EXTENDED MARSHALL–OLKIN MODELS, «ASTIN BULLETIN», 2019, 49, pp. 409 - 432 [articolo]Open Access
Gobbi Fabio, Tail behavior of a sum of two dependence and heavy-tailed distributions, «JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS», 2018, 21, pp. 933 - 953 [articolo]
Gobbi Fabio, Convolution Based Unit Root Processes: A Simulation Approach, «INTERNATIONAL JOURNAL OF STATISTICS AND PROBABILITY», 2016, 5, pp. 22 - 31 [articolo]
Cherubini Umberto; Gobbi Fabio; Mulinacci Sabrina, Convolution Copula Econometrics, Cham, Springer, 2016, pp. 90 . [libro]
U.Cherubini;F.Gobbi;S.Mulinacci;S.Romagnoli, Dynamic Copula Methods in Finance, CHICHESTER, John Wiley & Sons, Ltd, 2012, pp. 274 . [libro]
Mancini Cecilia; Gobbi Fabio, Identifying the diffusion covariation and the co-jumps given discrete observations, «ECONOMETRIC THEORY», 2012, 28, pp. 1 - 25 [articolo]
U. Cherubini; F. Gobbi; S. Mulinacci; S. Romagnoli, A Copula-Based Model for Spatial and Temporal Dependence of Equity Markets, in: Copula Theory and Its Applications, Lecture Notes in Statistics, BERLIN HEIDELBERG, Springer Verlag, 2010, 198, pp. 257 - 265 (atti di: Workshop on Copula Theory and Its Applications, Varsavia, 25-26 Settembre 2009) [Contributo in Atti di convegno]
