Access Statistics for Roy Cerqueti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case 0 0 1 149 0 0 3 501
A Discrete Model for Patent Valuation 0 1 4 165 1 2 13 422
A Disutility-Based Drift Control for Exchange Rates 0 0 1 31 1 2 6 120
A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping 1 1 1 35 1 2 7 103
A copula-based analysis of false discovery rate control under dependence assumptions 0 0 0 24 0 0 4 83
A dynamic stochastic model of asset pricing with heterogeneous beliefs 0 0 0 57 0 0 2 187
A new family of nonexchangeable copulas for positive dependence 0 0 1 36 0 0 4 42
A stochastic model for financiers 0 0 0 20 0 2 3 113
Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall 0 0 2 26 0 0 2 9
Assessing the Inequalities of Wealth in Regions: the Italian Case 0 0 0 23 2 2 4 18
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes 0 0 0 103 0 1 2 447
Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions 0 0 2 31 1 1 9 30
Change in persistence tests for panels 0 1 1 87 0 1 5 255
Change in persistence tests for panels: An update and some new results 0 0 0 59 0 0 2 138
Civic capital and support for the welfare state 0 1 9 54 2 8 50 93
Consistent Risk Acceptance Criteria through Networks 0 0 3 38 0 1 20 80
Corruption, Growth and Ethnic Fractionalization: a Theoretical Model 1 1 14 184 2 5 8 351
Corruption, growth and ethnolinguistic fractionalization: a theoretical model 0 0 2 103 2 4 14 324
Cross Ranking of Cities and Regions: Population vs. Income 0 0 0 6 1 1 2 10
Economic growth, corruption and tax evasion 0 0 6 122 1 2 25 302
Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data 0 0 0 15 0 0 1 17
FDR Control in the Presence of an Unknown Correlation Structure 0 0 0 37 0 1 6 82
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order 0 0 0 80 0 1 1 250
New panel tests to assess inflation persistence 0 0 1 70 1 1 8 112
Non parametric Fractional Cointegration Analysis 0 0 0 88 0 2 3 232
On the dynamics of innovators and imitators 0 0 2 49 0 1 7 87
Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping 0 0 1 113 0 2 15 673
Over consumption. A horse race of Bayesian DSGE models 1 1 5 64 1 3 18 41
Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law 1 1 5 16 3 5 13 25
Relevant States and Memory in Markov Chain Bootstrapping and Simulation 0 0 0 37 1 3 6 55
Roots and Effects of Investments' Misperception 0 0 0 19 0 0 2 64
Studies on Regional Wealth Inequalities: the case of Italy 0 0 2 26 0 1 3 12
Testing for rational bubbles 0 0 0 76 0 0 2 199
Total positivity for a class of non-exchangeable copulas 0 1 1 9 0 1 5 30
Why is the Tax Evasion so Persistent? 0 0 0 144 1 5 10 334
Total Working Papers 4 8 64 2,196 21 60 285 5,841


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs 0 0 0 14 0 0 2 64
A Tabu Search heuristic procedure in Markov chain bootstrapping 0 0 0 23 1 2 4 65
A quantitative view on policymakers’ goal, institutions and tax evasion 0 0 1 7 0 0 7 36
A review of aggregation techniques for agent-based models: understanding the presence of long-term memory 0 0 0 3 1 1 4 14
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts 0 0 0 18 0 0 1 74
Corruptibility and tax evasion 1 2 5 21 2 3 16 55
Corruption, growth and ethnic fractionalization: a theoretical model 0 1 3 28 3 7 11 106
Economic growth, corruption and tax evasion 1 3 9 47 1 5 21 137
Economic growth, corruption and tax evasion 0 3 7 107 1 5 19 306
Economic interactions and social tolerance: A dynamic perspective 0 1 2 8 1 3 12 49
Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data 0 0 1 3 1 1 4 24
Financing policies via stochastic control: a dynamic programming approach 0 0 0 6 0 2 6 31
Illegal finance and usurers behaviour 0 0 1 9 0 0 7 65
Long-range properties and data validity for hydrogeological time series: The case of the Paglia river 0 0 0 0 1 2 2 2
Mean–Variance portfolio selection in presence of infrequently traded stocks 0 0 2 10 1 1 6 46
OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES 0 0 0 0 0 0 0 0
On the asymptotic behaviour of random matrices in a multivariate statistical model 0 0 0 12 0 0 1 45
On the coexistence of innovators and imitators 0 1 1 2 1 2 7 13
Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity 0 0 1 6 0 1 12 35
Relevant states and memory in Markov chain bootstrapping and simulation 0 0 0 0 1 2 5 10
Religion-based urbanization process in Italy: statistical evidence from demographic and economic data 0 0 1 1 2 2 9 14
Roots and effects of financial misperception in a stochastic dominance framework 0 0 0 3 0 0 2 29
Statistical assessment of regional wealth inequalities: the Italian case 0 1 1 3 1 2 5 15
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion 0 0 1 3 2 5 11 21
Tax revenues, fiscal corruption and "shame" costs 0 0 9 72 1 1 22 169
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels 0 0 3 31 1 1 8 130
The optimal bid/ask spread in a Specialist System 0 1 1 8 1 2 2 63
Total Journal Articles 2 13 49 445 23 50 206 1,618


Statistics updated 2017-12-03