Sabrina Mulinacci

Identifiers

• name variant Sabrina Mulinacci 0.60 · backfill

Papers (6)

1. Gaussian autoregressive process with dependent innovations. Some asymptotic results math.ST · 2017 · author #2
2. A systemic shock model for too big to fail financial institutions q-fin.MF · 2017 · author #1
3. $\beta$-mixing and moments properties of a non-stationary copula-based Markov process math.ST · 2017 · author #2
4. Granger Independent Martingale Processes q-fin.PR · 2016 · author #3
5. Systemic Risk with Exchangeable Contagion: Application to the European Banking System q-fin.MF · 2015 · author #2
6. Archimedean-based Marshall-Olkin Distributions and Related Copula Functions q-fin.MF · 2015 · author #1

Mentions

• 1502.01918 #2 · backfill · confidence 0.70 Sabrina Mulinacci
• 1502.01912 #1 · backfill · confidence 0.70 Sabrina Mulinacci

Frequent Coauthors

• Fabio Gobbi 3 shared papers
• Umberto Cherubini 2 shared papers
• Silvia Romagnoli 1 shared papers