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 1 525
A Discrete Model for Patent Valuation 0 0 0 170 1 3 4 449
A Disutility-Based Drift Control for Exchange Rates 0 0 0 33 4 5 6 135
A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping 0 0 0 40 4 6 7 154
A copula-based analysis of false discovery rate control under dependence assumptions 0 0 0 26 8 11 15 120
A dynamic stochastic model of asset pricing with heterogeneous beliefs 0 0 0 58 1 4 6 210
A new family of nonexchangeable copulas for positive dependence 0 0 0 37 0 3 4 57
A stochastic model for financiers 0 0 0 22 3 4 5 126
Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall 0 0 0 26 1 2 5 45
Anxiety for the pandemic and trust in financial markets 0 0 0 9 1 7 9 33
Assessing the Inequalities of Wealth in Regions: the Italian Case 0 0 0 24 1 3 9 34
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes 0 0 0 103 1 2 2 454
Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions 0 0 0 34 2 3 6 67
Change in persistence tests for panels 0 0 0 90 4 5 5 277
Change in persistence tests for panels: An update and some new results 0 0 0 67 2 5 7 178
Civic capital and support for the welfare state 0 0 0 63 14 15 19 194
Civic capital and support for the welfare state 0 0 0 19 3 8 11 68
Civic capital and support for the welfare state 0 0 0 27 3 5 6 68
Civic capital and support for the welfare state 0 0 0 19 2 4 6 59
Consistent Risk Acceptance Criteria through Networks 0 0 1 47 8 11 15 144
Corruption, Growth and Ethnic Fractionalization: a Theoretical Model 0 0 0 193 8 13 16 417
Corruption, growth and ethnolinguistic fractionalization: a theoretical model 0 0 0 110 2 4 7 368
Cross Ranking of Cities and Regions: Population vs. Income 0 0 0 7 2 5 7 33
Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 0 0 0 2 2 3 4 42
Data science for assessing possible tax income manipulation: The case of Italy 0 0 0 30 5 11 13 68
Does social capital explain the Solow residual? A DSGE approach 0 0 0 57 10 17 31 151
ESG Investing: A Chance To Reduce Systemic Risk 0 2 5 117 4 16 23 276
Economic growth, corruption and tax evasion 0 0 2 133 0 4 20 423
Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data 0 0 0 16 6 7 9 33
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective 0 0 0 19 3 5 9 47
FDR Control in the Presence of an Unknown Correlation Structure 0 0 0 40 5 8 8 111
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order 0 0 0 81 5 6 8 274
Investigating the configurations in cross-shareholding: a joint copula-entropy approach 0 0 0 8 1 4 6 30
New panel tests to assess inflation persistence 0 0 0 71 1 2 5 130
Non parametric Fractional Cointegration Analysis 0 0 0 88 3 4 4 248
On the dynamics of innovators and imitators 0 0 0 54 2 4 6 126
Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping 0 0 0 116 3 3 5 716
Over consumption. A horse race of Bayesian DSGE models 0 0 0 75 4 9 9 79
Rational expectations and stochastic systems 0 0 0 12 5 7 8 39
Rational expectations and stochastic systems 0 0 0 8 1 3 6 43
Rational expectations and stochastic systems 0 0 0 2 0 0 0 6
Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law 0 0 0 17 1 2 5 59
Relevant States and Memory in Markov Chain Bootstrapping and Simulation 0 0 1 39 10 22 27 106
Roots and Effects of Investments' Misperception 0 0 1 20 1 1 4 74
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 0 13 2 8 8 31
Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals 0 0 0 7 3 5 8 27
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 9 13 25
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling 0 0 1 13 1 4 8 45
Studies on Regional Wealth Inequalities: the case of Italy 0 0 0 27 1 2 4 25
Systemic risk assessment through high order clustering coefficient 0 0 0 19 4 6 11 50
Testing for rational bubbles 0 0 0 77 2 4 6 219
The Resilience of the Socially Responsible Investment Networks 0 0 1 32 3 6 8 83
Total positivity for a class of non-exchangeable copulas 0 0 0 30 2 5 5 88
Why is the Tax Evasion so Persistent? 0 0 0 151 3 5 7 398
Total Working Papers 0 2 12 2,751 174 321 466 8,287

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 2 77
A Generalized Error Distribution Copula-based method for portfolios risk assessment 0 0 0 6 3 8 12 43
A Network-Based Measure of the Socio-Economic Roots of the Migration Flows 0 0 0 8 1 2 6 33
A Tabu Search heuristic procedure in Markov chain bootstrapping 0 0 0 25 5 7 9 88
A Universal Rank-Size Law 0 0 0 0 3 4 6 10
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption 0 0 4 10 4 7 12 42
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping 0 0 0 4 5 8 9 38
A quantitative view on policymakers’ goal, institutions and tax evasion 0 0 0 8 1 5 8 57
A review of aggregation techniques for agent-based models: understanding the presence of long-term memory 0 0 0 5 6 12 14 46
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts 0 0 0 19 5 7 8 107
Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials 0 0 0 0 2 4 5 7
Civic capital and support for the welfare state 0 0 0 1 4 8 11 50
Corruptibility and tax evasion 0 0 0 40 2 8 11 125
Corruption, growth and ethnic fractionalization: a theoretical model 0 1 1 37 9 11 16 184
Data science for assessing possible tax income manipulation: The case of Italy 0 0 0 2 4 5 10 32
Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence 0 0 0 3 2 3 3 37
Economic growth, corruption and tax evasion 0 0 0 147 6 7 18 545
Economic growth, corruption and tax evasion 0 0 3 60 13 19 32 250
Economic interactions and social tolerance: A dynamic perspective 1 1 1 18 4 5 11 98
Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data 0 0 0 4 2 4 7 39
Exploring the financial risk of a temperature index: a fractional integrated approach 0 0 1 5 4 9 14 46
Financing policies via stochastic control: a dynamic programming approach 0 0 0 6 4 5 7 54
Forecasting macroeconomic fundamentals in economic crises 0 0 0 3 3 7 8 39
Illegal finance and usurers behaviour 0 0 0 12 3 4 9 107
Innovation, imitation and policy inaction 0 0 1 8 3 4 6 57
Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes 0 0 0 2 4 5 5 9
Long run analysis of crude oil portfolios 0 0 0 4 1 1 3 40
Long-range properties and data validity for hydrogeological time series: The case of the Paglia river 0 0 0 2 6 9 10 27
Macro Asset Allocation with Social Impact Investments 0 0 1 13 1 1 4 54
Mean–Variance portfolio selection in presence of infrequently traded stocks 0 0 0 24 3 6 7 84
Measuring network resilience through connection patterns 0 1 1 3 2 3 6 23
OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES 0 0 0 1 2 6 8 12
On the asymptotic behaviour of random matrices in a multivariate statistical model 0 0 0 12 3 4 5 52
On the coexistence of innovators and imitators 0 0 0 10 1 2 6 46
Optimal Investment in Research and Development Under Uncertainty 0 0 0 4 4 4 5 18
Optimal concession contracts for oil exploitation 1 1 2 10 3 6 13 45
Panel stationary tests against changes in persistence 0 0 1 2 3 6 8 23
Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity 0 0 0 11 2 5 8 60
Regular paths in financial markets: Investigating the Benford's law 0 0 1 6 1 3 6 23
Relevant states and memory in Markov chain bootstrapping and simulation 0 0 0 5 1 2 3 36
Risk measures on networks and expected utility 0 0 0 2 4 6 6 13
Roots and effects of financial misperception in a stochastic dominance framework 0 0 0 6 1 3 4 46
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 0 3 2 4 5 30
Statistical assessment of regional wealth inequalities: the Italian case 0 1 1 11 4 8 11 42
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion 0 0 1 10 3 4 6 73
Tax revenues, fiscal corruption and "shame" costs 0 0 1 77 3 7 12 213
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels 0 0 0 34 3 4 6 157
The Skew Normal multivariate risk measurement framework 0 0 0 2 1 3 5 25
The optimal bid/ask spread in a Specialist System 0 0 0 11 2 2 4 80
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts 0 0 0 0 4 8 12 18
Total Journal Articles 2 5 20 712 163 277 422 3,460

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Statistics updated 2026-02-12