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 1 1 2 526
A Discrete Model for Patent Valuation 0 0 0 170 3 4 7 453
A Disutility-Based Drift Control for Exchange Rates 0 0 0 33 4 9 15 144
A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping 0 0 0 40 4 5 12 159
A copula-based analysis of false discovery rate control under dependence assumptions 0 0 0 26 4 5 19 125
A dynamic stochastic model of asset pricing with heterogeneous beliefs 0 0 0 58 0 2 8 212
A new family of nonexchangeable copulas for positive dependence 0 1 1 38 2 4 8 61
A stochastic model for financiers 0 0 0 22 3 4 8 130
Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall 0 0 0 26 1 2 6 47
Anxiety for the pandemic and trust in financial markets 0 0 0 9 0 0 9 33
Assessing the Inequalities of Wealth in Regions: the Italian Case 0 0 0 24 2 4 12 38
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes 0 0 0 103 4 5 7 459
Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions 0 0 0 34 3 6 12 73
Change in persistence tests for panels 0 0 0 90 7 11 16 288
Change in persistence tests for panels: An update and some new results 0 0 0 67 3 3 9 181
Civic capital and support for the welfare state 0 0 0 19 2 7 12 66
Civic capital and support for the welfare state 0 0 0 27 3 5 11 73
Civic capital and support for the welfare state 0 0 0 19 2 3 14 71
Civic capital and support for the welfare state 0 0 0 63 1 1 17 195
Consistent Risk Acceptance Criteria through Networks 0 0 1 47 1 5 18 149
Corruption, Growth and Ethnic Fractionalization: a Theoretical Model 0 0 0 193 3 8 22 425
Corruption, growth and ethnolinguistic fractionalization: a theoretical model 0 0 0 110 3 4 9 372
Cross Ranking of Cities and Regions: Population vs. Income 0 0 0 7 1 1 8 34
Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 0 0 0 2 2 2 6 44
Data science for assessing possible tax income manipulation: The case of Italy 0 0 0 30 0 2 14 70
Does social capital explain the Solow residual? A DSGE approach 0 0 0 57 4 9 39 160
ESG Investing: A Chance To Reduce Systemic Risk 0 0 3 117 3 6 26 282
Economic growth, corruption and tax evasion 0 0 2 133 1 2 15 425
Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data 0 0 0 16 1 3 12 36
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective 0 0 0 19 2 9 17 56
FDR Control in the Presence of an Unknown Correlation Structure 0 0 0 40 3 6 14 117
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order 0 0 0 81 2 4 10 278
Investigating the configurations in cross-shareholding: a joint copula-entropy approach 0 0 0 8 1 4 9 34
New panel tests to assess inflation persistence 0 0 0 71 2 2 6 132
Non parametric Fractional Cointegration Analysis 0 0 0 88 1 1 5 249
On the dynamics of innovators and imitators 0 0 0 54 2 3 7 129
Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping 0 0 0 116 1 5 9 721
Over consumption. A horse race of Bayesian DSGE models 0 0 0 75 1 3 12 82
Rational expectations and stochastic systems 0 0 0 2 5 5 5 11
Rational expectations and stochastic systems 0 0 0 12 1 3 11 42
Rational expectations and stochastic systems 0 0 0 8 0 0 5 43
Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law 0 0 0 17 5 5 9 64
Relevant States and Memory in Markov Chain Bootstrapping and Simulation 0 0 0 39 2 4 28 110
Roots and Effects of Investments' Misperception 0 0 0 20 2 5 8 79
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 0 13 2 4 12 35
Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals 0 0 0 7 1 5 13 32
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 5 7 20 32
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling 0 0 1 13 2 3 11 48
Studies on Regional Wealth Inequalities: the case of Italy 0 0 0 27 1 2 6 27
Systemic risk assessment through high order clustering coefficient 0 0 0 19 5 12 22 62
Testing for rational bubbles 0 0 0 77 6 7 13 226
The Resilience of the Socially Responsible Investment Networks 0 0 0 32 1 2 8 85
Total positivity for a class of non-exchangeable copulas 0 0 0 30 1 4 9 92
Why is the Tax Evasion so Persistent? 0 0 0 151 3 5 11 403
Total Working Papers 0 1 8 2,752 125 233 653 8,520

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 2 3 5 80
A Generalized Error Distribution Copula-based method for portfolios risk assessment 0 0 0 6 0 1 12 44
A Network-Based Measure of the Socio-Economic Roots of the Migration Flows 0 0 0 8 2 2 8 35
A Tabu Search heuristic procedure in Markov chain bootstrapping 0 0 0 25 4 4 11 92
A Universal Rank-Size Law 0 0 0 0 3 6 11 16
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption 0 0 2 10 2 4 13 46
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping 0 0 0 4 2 2 10 40
A quantitative view on policymakers’ goal, institutions and tax evasion 0 0 0 8 2 3 10 60
A review of aggregation techniques for agent-based models: understanding the presence of long-term memory 0 0 0 5 1 3 16 49
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts 0 0 0 19 2 4 11 111
Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials 0 0 0 0 1 3 8 10
Civic capital and support for the welfare state 0 0 0 1 1 2 12 52
Corruptibility and tax evasion 0 0 0 40 0 0 10 125
Corruption, growth and ethnic fractionalization: a theoretical model 0 0 1 37 4 16 31 200
Data science for assessing possible tax income manipulation: The case of Italy 0 0 0 2 1 3 10 35
Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence 0 0 0 3 1 2 5 39
Economic growth, corruption and tax evasion 0 0 3 60 2 16 48 266
Economic growth, corruption and tax evasion 0 0 0 147 5 13 26 558
Economic interactions and social tolerance: A dynamic perspective 0 0 1 18 2 3 13 101
Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data 0 0 0 4 2 4 10 43
Exploring the financial risk of a temperature index: a fractional integrated approach 0 0 1 5 2 2 13 48
Financing policies via stochastic control: a dynamic programming approach 0 0 0 6 7 8 15 62
Forecasting macroeconomic fundamentals in economic crises 0 0 0 3 2 3 11 42
Illegal finance and usurers behaviour 0 0 0 12 1 1 9 108
Innovation, imitation and policy inaction 0 0 0 8 1 3 8 60
Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes 0 0 0 2 1 2 7 11
Long run analysis of crude oil portfolios 0 0 0 4 6 6 9 46
Long-range properties and data validity for hydrogeological time series: The case of the Paglia river 0 0 0 2 2 2 12 29
Macro Asset Allocation with Social Impact Investments 0 0 1 13 2 3 6 57
Mean–Variance portfolio selection in presence of infrequently traded stocks 0 0 0 24 1 2 8 86
Measuring network resilience through connection patterns 0 0 1 3 6 6 12 29
OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES 0 0 0 1 3 3 10 15
On the asymptotic behaviour of random matrices in a multivariate statistical model 0 0 0 12 1 1 5 53
On the coexistence of innovators and imitators 0 0 0 10 1 1 6 47
Optimal Investment in Research and Development Under Uncertainty 0 0 0 4 2 3 8 21
Optimal concession contracts for oil exploitation 0 0 1 10 2 5 15 50
Panel stationary tests against changes in persistence 0 0 1 2 1 3 11 26
Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity 0 0 0 11 2 3 11 63
Regular paths in financial markets: Investigating the Benford's law 0 0 1 6 4 7 12 30
Relevant states and memory in Markov chain bootstrapping and simulation 0 0 0 5 0 2 5 38
Risk measures on networks and expected utility 0 0 0 2 2 5 11 18
Roots and effects of financial misperception in a stochastic dominance framework 0 0 0 6 3 3 7 49
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 0 3 0 2 7 32
Statistical assessment of regional wealth inequalities: the Italian case 0 0 1 11 2 5 15 47
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion 0 0 0 10 1 4 8 77
Tax revenues, fiscal corruption and "shame" costs 0 0 1 77 2 2 14 215
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels 0 0 0 34 3 5 11 162
The Skew Normal multivariate risk measurement framework 0 0 0 2 3 3 8 28
The optimal bid/ask spread in a Specialist System 0 0 0 11 4 8 12 88
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts 0 0 0 0 3 3 15 21
Total Journal Articles 0 0 15 712 109 200 581 3,660

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Statistics updated 2026-05-06