Hierarchical Archimedean Dependence in Common Shock Models
Cherubini, Umberto, Mulinacci, Sabrina
Published in Methodology and computing in applied probability (01.03.2021)
Published in Methodology and computing in applied probability (01.03.2021)
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Journal Article
Within and between systemic country risk. Theory and evidence from the sovereign crisis in Europe
Baglioni, Angelo, Cherubini, Umberto
Published in Journal of economic dynamics & control (01.08.2013)
Published in Journal of economic dynamics & control (01.08.2013)
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Journal Article
Marking-to-market government guarantees to financial systems – Theory and evidence for Europe
Baglioni, Angelo, Cherubini, Umberto
Published in Journal of international money and finance (01.02.2013)
Published in Journal of international money and finance (01.02.2013)
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Journal Article
A copula-based model of speculative price dynamics in discrete time
Cherubini, Umberto, Mulinacci, Sabrina, Romagnoli, Silvia
Published in Journal of multivariate analysis (01.07.2011)
Published in Journal of multivariate analysis (01.07.2011)
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Journal Article
On the distribution of the (un)bounded sum of random variables
Cherubini, Umberto, Mulinacci, Sabrina, Romagnoli, Silvia
Published in Insurance, mathematics & economics (01.01.2011)
Published in Insurance, mathematics & economics (01.01.2011)
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Journal Article