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 0 152 0 1 1 525
A Discrete Model for Patent Valuation 0 0 0 170 1 2 4 450
A Disutility-Based Drift Control for Exchange Rates 0 0 0 33 3 8 9 138
A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping 0 0 0 40 1 7 8 155
A copula-based analysis of false discovery rate control under dependence assumptions 0 0 0 26 1 11 15 121
A dynamic stochastic model of asset pricing with heterogeneous beliefs 0 0 0 58 1 4 7 211
A new family of nonexchangeable copulas for positive dependence 0 0 0 37 0 2 4 57
A stochastic model for financiers 0 0 0 22 1 5 5 127
Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall 0 0 0 26 0 2 5 45
Anxiety for the pandemic and trust in financial markets 0 0 0 9 0 5 9 33
Assessing the Inequalities of Wealth in Regions: the Italian Case 0 0 0 24 2 4 10 36
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes 0 0 0 103 1 3 3 455
Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions 0 0 0 34 2 5 8 69
Change in persistence tests for panels 0 0 0 90 3 7 8 280
Change in persistence tests for panels: An update and some new results 0 0 0 67 0 3 6 178
Civic capital and support for the welfare state 0 0 0 19 4 7 10 63
Civic capital and support for the welfare state 0 0 0 19 1 7 12 69
Civic capital and support for the welfare state 0 0 0 63 0 15 19 194
Civic capital and support for the welfare state 0 0 0 27 0 4 6 68
Consistent Risk Acceptance Criteria through Networks 0 0 1 47 2 11 16 146
Corruption, Growth and Ethnic Fractionalization: a Theoretical Model 0 0 0 193 5 15 20 422
Corruption, growth and ethnolinguistic fractionalization: a theoretical model 0 0 0 110 0 3 6 368
Cross Ranking of Cities and Regions: Population vs. Income 0 0 0 7 0 5 7 33
Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 0 0 0 2 0 2 4 42
Data science for assessing possible tax income manipulation: The case of Italy 0 0 0 30 1 11 14 69
Does social capital explain the Solow residual? A DSGE approach 0 0 0 57 2 16 32 153
ESG Investing: A Chance To Reduce Systemic Risk 0 1 5 117 2 14 25 278
Economic growth, corruption and tax evasion 0 0 2 133 0 4 18 423
Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data 0 0 0 16 1 7 10 34
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective 0 0 0 19 2 7 11 49
FDR Control in the Presence of an Unknown Correlation Structure 0 0 0 40 0 8 8 111
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order 0 0 0 81 2 8 9 276
Investigating the configurations in cross-shareholding: a joint copula-entropy approach 0 0 0 8 2 5 7 32
New panel tests to assess inflation persistence 0 0 0 71 0 2 4 130
Non parametric Fractional Cointegration Analysis 0 0 0 88 0 4 4 248
On the dynamics of innovators and imitators 0 0 0 54 0 3 6 126
Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping 0 0 0 116 4 7 9 720
Over consumption. A horse race of Bayesian DSGE models 0 0 0 75 1 9 10 80
Rational expectations and stochastic systems 0 0 0 12 1 6 9 40
Rational expectations and stochastic systems 0 0 0 2 0 0 0 6
Rational expectations and stochastic systems 0 0 0 8 0 3 5 43
Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law 0 0 0 17 0 1 4 59
Relevant States and Memory in Markov Chain Bootstrapping and Simulation 0 0 0 39 1 23 27 107
Roots and Effects of Investments' Misperception 0 0 0 20 3 4 6 77
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 0 13 1 5 9 32
Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals 0 0 0 7 1 5 9 28
Simple approaches on how to discover promising strategies for efficient enterprise performance, at time of crisis in the case of SMEs: Voronoi clustering and outlier effects perspective 0 0 0 1 2 10 15 27
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling 0 0 1 13 0 4 8 45
Studies on Regional Wealth Inequalities: the case of Italy 0 0 0 27 1 3 5 26
Systemic risk assessment through high order clustering coefficient 0 0 0 19 4 9 14 54
Testing for rational bubbles 0 0 0 77 1 5 7 220
The Resilience of the Socially Responsible Investment Networks 0 0 1 32 1 6 9 84
Total positivity for a class of non-exchangeable copulas 0 0 0 30 0 4 5 88
Why is the Tax Evasion so Persistent? 0 0 0 151 1 6 8 399
Total Working Papers 0 1 10 2,751 62 337 509 8,349

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 16 1 2 3 78
A Generalized Error Distribution Copula-based method for portfolios risk assessment 0 0 0 6 0 4 11 43
A Network-Based Measure of the Socio-Economic Roots of the Migration Flows 0 0 0 8 0 2 6 33
A Tabu Search heuristic procedure in Markov chain bootstrapping 0 0 0 25 0 7 7 88
A Universal Rank-Size Law 0 0 0 0 3 7 8 13
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption 0 0 4 10 1 6 13 43
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping 0 0 0 4 0 7 8 38
A quantitative view on policymakers’ goal, institutions and tax evasion 0 0 0 8 1 3 8 58
A review of aggregation techniques for agent-based models: understanding the presence of long-term memory 0 0 0 5 1 10 14 47
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts 0 0 0 19 1 7 8 108
Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials 0 0 0 0 1 3 6 8
Civic capital and support for the welfare state 0 0 0 1 0 7 11 50
Corruptibility and tax evasion 0 0 0 40 0 6 10 125
Corruption, growth and ethnic fractionalization: a theoretical model 0 1 1 37 10 21 26 194
Data science for assessing possible tax income manipulation: The case of Italy 0 0 0 2 1 6 8 33
Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence 0 0 0 3 0 2 3 37
Economic growth, corruption and tax evasion 0 0 0 147 4 10 21 549
Economic growth, corruption and tax evasion 0 0 3 60 6 20 38 256
Economic interactions and social tolerance: A dynamic perspective 0 1 1 18 1 5 12 99
Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data 0 0 0 4 1 4 7 40
Exploring the financial risk of a temperature index: a fractional integrated approach 0 0 1 5 0 7 14 46
Financing policies via stochastic control: a dynamic programming approach 0 0 0 6 0 5 7 54
Forecasting macroeconomic fundamentals in economic crises 0 0 0 3 0 4 8 39
Illegal finance and usurers behaviour 0 0 0 12 0 4 9 107
Innovation, imitation and policy inaction 0 0 0 8 1 5 6 58
Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes 0 0 0 2 1 6 6 10
Long run analysis of crude oil portfolios 0 0 0 4 0 1 3 40
Long-range properties and data validity for hydrogeological time series: The case of the Paglia river 0 0 0 2 0 7 10 27
Macro Asset Allocation with Social Impact Investments 0 0 1 13 0 1 3 54
Mean–Variance portfolio selection in presence of infrequently traded stocks 0 0 0 24 1 6 7 85
Measuring network resilience through connection patterns 0 0 1 3 0 2 6 23
OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES 0 0 0 1 0 6 7 12
On the asymptotic behaviour of random matrices in a multivariate statistical model 0 0 0 12 0 4 4 52
On the coexistence of innovators and imitators 0 0 0 10 0 2 6 46
Optimal Investment in Research and Development Under Uncertainty 0 0 0 4 0 4 5 18
Optimal concession contracts for oil exploitation 0 1 1 10 3 9 14 48
Panel stationary tests against changes in persistence 0 0 1 2 1 6 9 24
Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity 0 0 0 11 0 5 8 60
Regular paths in financial markets: Investigating the Benford's law 0 0 1 6 2 3 8 25
Relevant states and memory in Markov chain bootstrapping and simulation 0 0 0 5 1 3 4 37
Risk measures on networks and expected utility 0 0 0 2 1 7 7 14
Roots and effects of financial misperception in a stochastic dominance framework 0 0 0 6 0 2 4 46
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 0 3 0 2 5 30
Statistical assessment of regional wealth inequalities: the Italian case 0 0 1 11 1 7 11 43
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion 0 0 0 10 1 4 6 74
Tax revenues, fiscal corruption and "shame" costs 0 0 1 77 0 3 12 213
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels 0 0 0 34 2 5 8 159
The Skew Normal multivariate risk measurement framework 0 0 0 2 0 1 5 25
The optimal bid/ask spread in a Specialist System 0 0 0 11 4 6 8 84
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts 0 0 0 0 0 7 12 18
Total Journal Articles 0 3 17 712 51 273 450 3,511

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Statistics updated 2026-03-04