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Sabrina Mulinacci

University of Bologna - Department of Statistics

Associate professor

Bologna, 40126

Italy

  • University of Bologna - Department of Statistics

SCHOLARLY PAPERS

4

DOWNLOADS

222

TOTAL CITATIONS

2

Scholarly Papers (4)

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1.

Singularity Bias, Systemic Risk and Credit Indexes

Number of pages: 41 Posted: 27 Jun 2019 Last Revised: 01 Jul 2019
Umberto Cherubini, Fabio Gobbi and Sabrina Mulinacci
University of Bologna - Department of Economics, University of Siena and University of Bologna - Department of Statistics
Downloads 98 (699,467)
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Systemic Risk, Credit Indexes, Marshall Olkin Models, Copula Functions

2.

Convolution Autoregressive Processes

Number of pages: 17 Posted: 09 Jun 2018
Umberto Cherubini, Fabio Gobbi and Sabrina Mulinacci
University of Bologna - Department of Economics, University of Siena and University of Bologna - Department of Statistics
Downloads 74 (852,604)

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Copula Functions, Autoregressive Processes, Excess Volatility, Extrapolative Bias

3.

State-Dependent Autoregressive Models: Properties, Estimation and Forecasting

Number of pages: 34 Posted: 16 Apr 2021
Fabio Gobbi and Sabrina Mulinacci
University of Siena and University of Bologna - Department of Statistics
Downloads 50 (1,074,648)

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4.

State-Dependent Autoregressive Model for Nonlinear Time Series: Stationarity, Ergodicity and Estimation Methods

Posted: 07 Aug 2019
Fabio Gobbi and Sabrina Mulinacci
University of Siena and University of Bologna - Department of Statistics

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autoregressive processes, stationarity, ergodicity, quasi-likelihoods