Fabio Gobbi

Identifiers

• name variant Fabio Gobbi 0.60 · backfill

Papers (5)

1. Gaussian autoregressive process with dependent innovations. Some asymptotic results math.ST · 2017 · author #1
2. $\beta$-mixing and moments properties of a non-stationary copula-based Markov process math.ST · 2017 · author #1
3. Granger Independent Martingale Processes q-fin.PR · 2016 · author #2
4. Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Levy jumps math.PR · 2007 · author #1
5. Identifying the covariation between the diffusion parts and the co-jumps given discrete observations math.PR · 2006 · author #1

Mentions

• 0705.1268 #1 · backfill · confidence 0.70 Fabio Gobbi

Frequent Coauthors

• Sabrina Mulinacci 3 shared papers
• Cecilia Mancini 2 shared papers
• Silvia Romagnoli 1 shared papers
• Umberto Cherubini 1 shared papers