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 1 152 0 0 4 520
A Discrete Model for Patent Valuation 0 0 1 168 1 1 7 436
A Disutility-Based Drift Control for Exchange Rates 0 0 1 33 0 0 3 125
A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping 0 0 2 38 0 1 4 117
A copula-based analysis of false discovery rate control under dependence assumptions 0 0 0 25 0 1 2 96
A dynamic stochastic model of asset pricing with heterogeneous beliefs 0 0 0 57 1 2 5 197
A new family of nonexchangeable copulas for positive dependence 0 0 1 37 0 1 3 47
A stochastic model for financiers 0 0 2 22 0 0 4 118
Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall 0 0 0 26 1 3 10 31
Assessing the Inequalities of Wealth in Regions: the Italian Case 0 0 0 23 0 0 2 20
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes 0 0 0 103 0 0 1 450
Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions 0 0 1 34 2 3 13 52
Change in persistence tests for panels 0 0 1 90 1 1 7 266
Change in persistence tests for panels: An update and some new results 0 0 1 60 1 1 4 143
Civic capital and support for the welfare state 0 0 0 25 2 3 17 47
Civic capital and support for the welfare state 0 0 0 19 2 3 15 35
Civic capital and support for the welfare state 0 1 3 62 2 3 22 153
Civic capital and support for the welfare state 0 0 2 18 2 5 19 38
Consistent Risk Acceptance Criteria through Networks 0 0 5 45 2 3 19 115
Corruption, Growth and Ethnic Fractionalization: a Theoretical Model 0 1 2 189 1 4 12 379
Corruption, growth and ethnolinguistic fractionalization: a theoretical model 0 0 2 106 0 1 12 343
Cross Ranking of Cities and Regions: Population vs. Income 0 0 0 7 2 2 6 23
Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 0 0 1 2 0 0 17 35
Data science for assessing possible tax income manipulation: The case of Italy 0 0 1 30 2 3 10 33
Does social capital explain the Solow residual? A DSGE approach 1 1 9 44 3 4 24 61
Economic growth, corruption and tax evasion 0 0 2 127 1 5 29 350
Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data 0 0 0 15 1 1 3 21
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective 0 2 2 16 1 3 10 19
FDR Control in the Presence of an Unknown Correlation Structure 0 0 1 38 0 3 5 93
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order 0 0 0 80 1 1 4 258
Investigating the configurations in cross-shareholding: a joint copula-entropy approach 0 0 1 5 0 1 8 11
New panel tests to assess inflation persistence 0 0 0 71 0 0 4 120
Non parametric Fractional Cointegration Analysis 0 0 0 88 1 1 4 238
On the dynamics of innovators and imitators 0 2 3 53 0 4 18 114
Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping 0 0 0 113 0 0 7 691
Over consumption. A horse race of Bayesian DSGE models 0 0 2 70 2 3 9 60
Rational expectations and stochastic systems 0 0 0 2 0 0 1 1
Rational expectations and stochastic systems 0 0 1 11 0 0 5 20
Rational expectations and stochastic systems 0 0 1 7 0 0 5 25
Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law 0 0 1 17 1 1 14 44
Relevant States and Memory in Markov Chain Bootstrapping and Simulation 0 0 0 38 0 0 4 66
Roots and Effects of Investments' Misperception 0 0 0 19 0 0 2 67
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 1 12 0 0 8 16
Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals 0 0 7 7 1 2 6 6
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling 0 1 10 10 1 2 9 9
Studies on Regional Wealth Inequalities: the case of Italy 0 0 0 26 2 2 6 18
Systemic risk assessment through high order clustering coefficient 0 0 1 17 1 2 13 26
Testing for rational bubbles 0 1 1 77 0 3 7 209
Total positivity for a class of non-exchangeable copulas 0 1 8 22 0 2 18 60
Why is the Tax Evasion so Persistent? 0 1 3 151 1 3 14 362
Total Working Papers 1 11 81 2,507 39 84 455 6,784


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 1 1 1 16 1 1 1 69
A Generalized Error Distribution Copula-based method for portfolios risk assessment 0 0 2 2 1 4 13 13
A Network-Based Measure of the Socio-Economic Roots of the Migration Flows 0 1 2 2 1 4 11 11
A Tabu Search heuristic procedure in Markov chain bootstrapping 0 0 1 24 0 0 2 72
A Universal Rank-Size Law 0 0 0 0 1 1 1 1
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption 0 0 1 1 0 1 4 9
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping 0 0 0 1 1 2 4 13
A quantitative view on policymakers’ goal, institutions and tax evasion 0 0 1 8 0 0 1 39
A review of aggregation techniques for agent-based models: understanding the presence of long-term memory 0 0 0 4 0 1 5 22
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts 0 0 1 19 0 2 13 93
Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials 0 0 0 0 0 0 0 0
Civic capital and support for the welfare state 0 0 0 1 1 1 18 21
Corruptibility and tax evasion 1 3 6 34 2 6 15 87
Corruption, growth and ethnic fractionalization: a theoretical model 0 0 0 32 0 2 14 138
Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence 0 0 0 2 0 1 14 23
Economic growth, corruption and tax evasion 0 0 2 53 1 1 15 183
Economic growth, corruption and tax evasion 1 2 6 120 4 11 41 383
Economic interactions and social tolerance: A dynamic perspective 0 0 0 16 0 2 10 72
Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data 0 0 0 3 0 0 1 27
Exploring the financial risk of a temperature index: a fractional integrated approach 0 1 1 1 1 7 11 11
Financing policies via stochastic control: a dynamic programming approach 0 0 0 6 0 0 6 37
Forecasting macroeconomic fundamentals in economic crises 0 0 0 1 0 2 9 18
Illegal finance and usurers behaviour 0 0 1 11 0 0 10 88
Innovation, imitation and policy inaction 0 0 0 3 0 0 9 39
Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes 0 0 0 2 0 0 0 4
Long run analysis of crude oil portfolios 0 0 3 3 0 3 22 24
Long-range properties and data validity for hydrogeological time series: The case of the Paglia river 0 0 1 1 0 1 6 8
Macro Asset Allocation with Social Impact Investments 0 0 4 4 1 3 22 30
Mean–Variance portfolio selection in presence of infrequently traded stocks 0 0 2 21 0 2 7 69
Measuring network resilience through connection patterns 0 0 1 1 0 0 1 1
OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES 0 0 0 0 0 0 0 1
On the asymptotic behaviour of random matrices in a multivariate statistical model 0 0 0 12 0 0 0 46
On the coexistence of innovators and imitators 1 1 3 10 2 2 13 33
Optimal Investment in Research and Development Under Uncertainty 0 0 2 2 0 0 7 10
Panel stationary tests against changes in persistence 0 0 0 0 1 1 5 5
Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity 0 0 1 11 0 0 2 50
Relevant states and memory in Markov chain bootstrapping and simulation 0 0 0 1 0 1 5 17
Risk measures on networks and expected utility 0 0 0 1 0 0 1 5
Roots and effects of financial misperception in a stochastic dominance framework 0 0 1 4 0 0 5 36
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 0 0 1 1 7 8
Statistical assessment of regional wealth inequalities: the Italian case 0 0 1 6 0 0 5 23
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion 0 0 1 5 0 0 7 36
Tax revenues, fiscal corruption and "shame" costs 0 1 1 75 0 2 6 187
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels 0 0 0 32 0 1 2 143
The Skew Normal multivariate risk measurement framework 0 0 0 0 0 2 3 3
The optimal bid/ask spread in a Specialist System 0 0 0 8 0 0 5 69
Total Journal Articles 4 10 46 559 19 68 359 2,277


Statistics updated 2020-09-04