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 0 3 527
A Discrete Model for Patent Valuation 0 0 0 170 1 2 9 455
A Disutility-Based Drift Control for Exchange Rates 0 0 0 33 0 0 14 144
A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping 0 0 0 40 0 1 12 160
A copula-based analysis of false discovery rate control under dependence assumptions 0 0 0 26 1 2 20 127
A dynamic stochastic model of asset pricing with heterogeneous beliefs 0 0 0 58 0 0 9 214
A new family of nonexchangeable copulas for positive dependence 0 0 1 38 0 0 10 63
A stochastic model for financiers 0 0 0 22 1 1 9 131
Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall 0 0 0 26 0 1 7 49
Anxiety for the pandemic and trust in financial markets 0 0 0 9 1 1 10 34
Assessing the Inequalities of Wealth in Regions: the Italian Case 0 0 0 24 1 1 9 40
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes 0 0 0 103 0 0 7 459
Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions 0 0 0 34 2 2 14 76
Change in persistence tests for panels 0 0 0 90 0 0 16 288
Change in persistence tests for panels: An update and some new results 0 0 0 67 0 0 8 181
Civic capital and support for the welfare state 0 0 0 19 0 0 13 71
Civic capital and support for the welfare state 0 0 0 63 0 1 20 198
Civic capital and support for the welfare state 0 0 0 27 1 1 12 74
Civic capital and support for the welfare state 0 0 0 19 1 1 13 68
Consistent Risk Acceptance Criteria through Networks 0 0 0 47 0 1 17 150
Corruption, Growth and Ethnic Fractionalization: a Theoretical Model 0 0 0 193 0 2 23 427
Corruption, growth and ethnolinguistic fractionalization: a theoretical model 0 0 0 110 0 1 10 373
Cross Ranking of Cities and Regions: Population vs. Income 0 0 0 7 1 1 8 35
Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 0 0 0 2 1 2 9 47
Data science for assessing possible tax income manipulation: The case of Italy 0 0 0 30 0 1 14 71
Does social capital explain the Solow residual? A DSGE approach 0 0 0 57 4 5 40 165
ESG Investing: A Chance To Reduce Systemic Risk 0 1 4 118 1 2 26 284
Economic growth, corruption and tax evasion 0 0 1 133 2 3 12 429
Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data 0 0 0 16 0 1 12 37
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective 0 0 0 19 2 2 17 58
FDR Control in the Presence of an Unknown Correlation Structure 0 0 0 40 1 1 15 118
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order 0 0 0 81 0 0 11 279
Investigating the configurations in cross-shareholding: a joint copula-entropy approach 0 0 0 8 0 0 9 34
New panel tests to assess inflation persistence 0 0 0 71 1 3 7 135
Non parametric Fractional Cointegration Analysis 0 0 0 88 0 0 6 250
On the dynamics of innovators and imitators 0 0 0 54 0 0 7 129
Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping 0 0 0 116 0 1 9 722
Over consumption. A horse race of Bayesian DSGE models 0 0 0 75 1 1 13 83
Rational expectations and stochastic systems 0 0 0 12 0 0 11 43
Rational expectations and stochastic systems 0 0 0 2 1 1 6 12
Rational expectations and stochastic systems 0 0 0 8 0 0 5 44
Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law 0 0 0 17 1 1 10 66
Relevant States and Memory in Markov Chain Bootstrapping and Simulation 0 0 0 39 0 0 27 110
Roots and Effects of Investments' Misperception 0 0 0 20 0 0 7 79
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 0 13 2 2 14 37
Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals 0 0 0 7 2 2 13 34
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 0 1 20 33
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling 0 0 0 13 0 1 10 51
Studies on Regional Wealth Inequalities: the case of Italy 0 0 0 27 1 1 6 28
Systemic risk assessment through high order clustering coefficient 0 0 0 19 0 0 21 62
Testing for rational bubbles 0 0 0 77 0 0 12 226
The Resilience of the Socially Responsible Investment Networks 0 0 0 32 0 0 8 85
Total positivity for a class of non-exchangeable copulas 0 0 0 30 0 0 9 92
Why is the Tax Evasion so Persistent? 0 0 0 151 1 5 18 410
Total Working Papers 0 1 6 2,753 31 55 677 8,597

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 3 8 83
A Generalized Error Distribution Copula-based method for portfolios risk assessment 0 0 0 6 0 1 13 46
A Network-Based Measure of the Socio-Economic Roots of the Migration Flows 0 0 0 8 0 0 6 35
A Tabu Search heuristic procedure in Markov chain bootstrapping 0 0 0 25 0 0 11 92
A Universal Rank-Size Law 0 0 0 0 0 1 11 17
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption 0 0 1 10 1 1 13 47
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping 0 1 1 5 1 4 14 44
A quantitative view on policymakers’ goal, institutions and tax evasion 0 0 0 8 0 1 10 61
A review of aggregation techniques for agent-based models: understanding the presence of long-term memory 0 0 0 5 1 1 17 50
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts 0 0 0 19 0 0 12 112
Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials 0 0 0 0 0 0 9 11
Civic capital and support for the welfare state 0 0 0 1 0 0 10 52
Corruptibility and tax evasion 0 0 0 40 0 1 11 128
Corruption, growth and ethnic fractionalization: a theoretical model 0 0 1 37 0 2 35 205
Data science for assessing possible tax income manipulation: The case of Italy 0 0 0 2 0 1 12 38
Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence 0 0 0 3 0 1 7 41
Economic growth, corruption and tax evasion 0 0 1 60 0 0 38 266
Economic growth, corruption and tax evasion 0 1 1 148 0 4 26 562
Economic interactions and social tolerance: A dynamic perspective 0 1 2 19 1 5 17 108
Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data 0 0 0 4 1 1 9 44
Exploring the financial risk of a temperature index: a fractional integrated approach 0 0 1 5 2 3 16 52
Financing policies via stochastic control: a dynamic programming approach 0 0 0 6 0 0 13 62
Forecasting macroeconomic fundamentals in economic crises 0 0 0 3 1 1 12 43
Illegal finance and usurers behaviour 0 0 0 12 0 0 5 108
Innovation, imitation and policy inaction 0 0 0 8 1 3 11 64
Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes 0 0 0 2 0 0 7 11
Long run analysis of crude oil portfolios 0 0 0 4 0 1 8 47
Long-range properties and data validity for hydrogeological time series: The case of the Paglia river 0 0 0 2 0 0 12 29
Macro Asset Allocation with Social Impact Investments 0 0 0 13 1 2 6 59
Mean–Variance portfolio selection in presence of infrequently traded stocks 0 0 0 24 0 0 8 86
Measuring network resilience through connection patterns 0 0 1 3 1 2 11 31
OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES 0 0 0 1 0 2 11 17
On the asymptotic behaviour of random matrices in a multivariate statistical model 0 0 0 12 0 0 6 54
On the coexistence of innovators and imitators 0 0 0 10 0 0 6 47
Optimal Investment in Research and Development Under Uncertainty 0 0 0 4 0 0 9 22
Optimal concession contracts for oil exploitation 0 0 2 11 0 1 15 52
Panel stationary tests against changes in persistence 0 0 0 2 0 0 11 28
Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity 0 0 0 11 0 1 10 64
Regular paths in financial markets: Investigating the Benford's law 0 0 0 6 0 1 12 32
Relevant states and memory in Markov chain bootstrapping and simulation 0 0 0 5 0 0 7 40
Risk measures on networks and expected utility 0 0 0 2 0 1 12 19
Roots and effects of financial misperception in a stochastic dominance framework 0 0 0 6 1 4 10 53
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 0 3 0 2 9 35
Statistical assessment of regional wealth inequalities: the Italian case 0 0 1 11 1 1 16 48
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion 0 0 0 10 0 0 8 77
Tax revenues, fiscal corruption and "shame" costs 0 0 1 77 0 0 10 215
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels 0 0 0 34 1 2 12 164
The Skew Normal multivariate risk measurement framework 0 0 0 2 0 0 8 28
The optimal bid/ask spread in a Specialist System 0 0 0 11 0 0 10 88
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts 0 0 0 0 1 2 16 24
Total Journal Articles 0 3 13 716 16 56 596 3,741

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Statistics updated 2026-09-10