Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function. - Filippo Domma; Sabrina Giordano; Pier Francesco Perri (Commun. Stat. Simul. Comput., 2009)

Monotone Graphical Multivariate Markov Chains. - Roberto Colombi; Sabrina Giordano (COMPSTAT, 2010)

Graphical models for multivariate Markov chains. - Roberto Colombi; Sabrina Giordano (J. Multivar. Anal., 2012)

A stress-strength model with dependent variables to measure household financial fragility. - Filippo Domma; Sabrina Giordano (Stat. Methods Appl., 2012)

Multiple hidden Markov models for categorical time series. - Roberto Colombi; Sabrina Giordano (J. Multivar. Anal., 2015)

Concomitants of m-generalized order statistics from generalized Farlie-Gumbel-Morgenstern distribution family. - Filippo Domma; Sabrina Giordano (J. Comput. Appl. Math., 2016)

Discussion of "The class of CUB models: statistical foundations, inferential issues and empirical evidence". - Roberto Colombi; Sabrina Giordano; Anna Gottard (Stat. Methods Appl., 2019)

Uncertainty-Aware Fairness-Adaptive Classification Trees. - Anna Gottard; Vanessa Verrina; Sabrina Giordano (CoRR, 2024)

Has bitcoin been dethroned too quickly? The cryptocurrency return networks. - Barbara Bedowska-Sójka; Piotr Wójcik; Sabrina Giordano (Netw. Sci., 2025)