Fabio Gobbi

Fabio Gobbi

Università di Bologna - Bologna / Italy
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1801700
University of Bologna
person_outline Fabio Gobbi's MOST POPULAR ARTICLES
1-) Dynamic copula methods in financeU Cherubini, S Mulinacci, F Gobbi, S RomagnoliJohn Wiley & Sons, 20112412011
2-) Identifying the brownian covariation from the co-jumps given discrete observationsC Mancini, F GobbiEconometric Theory 28 (2), 249-273, 2012932012
3-) Convolution copula econometricsU Cherubini, F Gobbi, S MulinacciSpringer International Publishing, 2016322016
4-) Identifying the covariation between the diffusion parts and the co-jumps given discrete observationsF Gobbi, C ManciniarXiv preprint math/0610621, 2006232006
5-) Diffusion covariation and co-jumps in bidimensional asset price processes with stochastic volatility and infinite activity Lévy jumpsF Gobbi, C ManciniNoise and stochastics in complex systems and finance 6601, 234-241, 2007202007