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 0 520
A Discrete Model for Patent Valuation 0 0 2 170 1 1 5 441
A Disutility-Based Drift Control for Exchange Rates 0 0 0 33 0 0 3 129
A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping 0 0 0 39 4 5 11 131
A copula-based analysis of false discovery rate control under dependence assumptions 0 0 0 25 0 0 1 98
A dynamic stochastic model of asset pricing with heterogeneous beliefs 0 0 0 57 0 0 3 200
A new family of nonexchangeable copulas for positive dependence 0 0 0 37 0 0 2 49
A stochastic model for financiers 0 0 0 22 0 0 1 119
Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall 0 0 0 26 0 0 3 36
Anxiety for the pandemic and trust in financial markets 0 0 1 6 0 0 6 13
Assessing the Inequalities of Wealth in Regions: the Italian Case 0 0 0 23 0 0 4 24
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes 0 0 0 103 0 0 2 452
Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions 0 0 0 34 0 0 3 59
Change in persistence tests for panels 0 0 0 90 2 3 3 269
Change in persistence tests for panels: An update and some new results 1 4 4 65 1 7 12 158
Civic capital and support for the welfare state 0 1 2 27 0 4 8 57
Civic capital and support for the welfare state 0 0 1 63 0 2 12 167
Civic capital and support for the welfare state 0 0 0 19 1 1 13 51
Civic capital and support for the welfare state 0 0 0 18 0 0 6 45
Consistent Risk Acceptance Criteria through Networks 0 0 0 45 1 1 5 121
Corruption, Growth and Ethnic Fractionalization: a Theoretical Model 0 0 2 191 0 2 7 388
Corruption, growth and ethnolinguistic fractionalization: a theoretical model 0 0 2 109 1 1 9 354
Cross Ranking of Cities and Regions: Population vs. Income 0 0 0 7 0 0 1 25
Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 0 0 0 2 1 1 2 37
Data science for assessing possible tax income manipulation: The case of Italy 0 0 0 30 1 8 13 49
Does social capital explain the Solow residual? A DSGE approach 1 2 9 55 1 6 30 101
ESG Investing: A Chance To Reduce Systemic Risk 5 8 41 76 9 20 94 162
Economic growth, corruption and tax evasion 0 0 0 128 2 10 27 380
Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data 0 0 0 15 2 2 2 23
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective 0 0 2 18 3 4 8 28
FDR Control in the Presence of an Unknown Correlation Structure 0 0 0 38 0 0 4 97
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order 0 0 0 80 0 0 5 263
Investigating the configurations in cross-shareholding: a joint copula-entropy approach 0 0 1 6 0 0 3 16
New panel tests to assess inflation persistence 0 0 0 71 0 0 1 121
Non parametric Fractional Cointegration Analysis 0 0 0 88 0 0 4 243
On the dynamics of innovators and imitators 0 0 0 53 0 0 2 117
Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping 1 1 1 114 2 2 6 705
Over consumption. A horse race of Bayesian DSGE models 3 3 3 73 3 3 4 64
Rational expectations and stochastic systems 0 0 0 11 0 1 4 26
Rational expectations and stochastic systems 0 0 0 2 0 0 2 3
Rational expectations and stochastic systems 0 0 0 7 0 0 3 28
Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law 0 0 0 17 2 4 10 54
Relevant States and Memory in Markov Chain Bootstrapping and Simulation 0 0 0 38 0 0 6 77
Roots and Effects of Investments' Misperception 0 0 0 19 1 1 2 69
SME investment best strategies. Outliers for assessing how to optimize performance 1 1 1 13 1 1 3 20
Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals 0 0 0 7 1 3 8 14
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 0 0 1 8 8
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling 0 0 0 10 0 1 11 24
Studies on Regional Wealth Inequalities: the case of Italy 0 0 0 26 0 0 1 20
Systemic risk assessment through high order clustering coefficient 0 0 0 17 0 0 8 36
Testing for rational bubbles 0 0 0 77 0 0 1 210
The Resilience of the Socially Responsible Investment Networks 0 3 15 26 0 5 32 61
Total positivity for a class of non-exchangeable copulas 1 1 3 25 1 3 12 75
Why is the Tax Evasion so Persistent? 0 0 0 151 0 1 6 373
Total Working Papers 13 24 90 2,654 41 104 442 7,410


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 0 0 5 74
A Generalized Error Distribution Copula-based method for portfolios risk assessment 0 0 2 4 0 1 10 26
A Network-Based Measure of the Socio-Economic Roots of the Migration Flows 0 0 1 4 1 1 6 19
A Tabu Search heuristic procedure in Markov chain bootstrapping 0 0 0 24 1 1 3 75
A Universal Rank-Size Law 0 0 0 0 0 0 3 4
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption 0 3 3 4 1 5 9 19
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping 0 1 1 3 2 4 6 20
A quantitative view on policymakers’ goal, institutions and tax evasion 0 0 0 8 0 0 6 46
A review of aggregation techniques for agent-based models: understanding the presence of long-term memory 0 0 0 4 1 1 2 27
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts 0 0 0 19 0 0 2 97
Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials 0 0 0 0 0 0 2 2
Civic capital and support for the welfare state 0 0 0 1 0 2 9 33
Corruptibility and tax evasion 0 0 1 37 1 4 13 105
Corruption, growth and ethnic fractionalization: a theoretical model 1 1 2 35 2 4 12 155
Data science for assessing possible tax income manipulation: The case of Italy 0 0 2 2 0 6 13 15
Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence 0 0 0 2 0 0 4 29
Economic growth, corruption and tax evasion 1 5 10 132 4 13 56 449
Economic growth, corruption and tax evasion 0 0 0 53 2 3 11 195
Economic interactions and social tolerance: A dynamic perspective 0 0 1 17 1 1 6 80
Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data 0 0 0 3 0 0 1 28
Exploring the financial risk of a temperature index: a fractional integrated approach 0 1 1 2 0 1 5 17
Financing policies via stochastic control: a dynamic programming approach 0 0 0 6 1 1 7 44
Forecasting macroeconomic fundamentals in economic crises 0 1 1 2 2 4 7 25
Illegal finance and usurers behaviour 0 0 0 11 0 0 4 93
Innovation, imitation and policy inaction 0 1 3 7 0 1 7 51
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 1 4 0 1 7 33
Long-range properties and data validity for hydrogeological time series: The case of the Paglia river 0 0 0 1 0 0 0 11
Macro Asset Allocation with Social Impact Investments 0 0 4 9 0 0 10 43
Mean–Variance portfolio selection in presence of infrequently traded stocks 0 0 1 23 0 0 2 72
Measuring network resilience through connection patterns 0 0 0 1 1 5 11 13
OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES 0 0 0 0 0 0 0 2
On the asymptotic behaviour of random matrices in a multivariate statistical model 0 0 0 12 0 0 1 47
On the coexistence of innovators and imitators 0 0 0 10 0 0 3 38
Optimal Investment in Research and Development Under Uncertainty 0 0 0 2 0 0 0 10
Optimal concession contracts for oil exploitation 0 0 1 1 1 1 10 10
Panel stationary tests against changes in persistence 0 0 1 1 1 2 6 12
Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity 0 0 0 11 0 0 1 51
Regular paths in financial markets: Investigating the Benford's law 1 1 1 3 1 1 2 8
Relevant states and memory in Markov chain bootstrapping and simulation 0 0 2 3 2 2 7 25
Risk measures on networks and expected utility 0 0 0 1 0 0 0 5
Roots and effects of financial misperception in a stochastic dominance framework 0 0 1 6 0 2 3 40
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 0 0 0 1 6 15
Statistical assessment of regional wealth inequalities: the Italian case 0 0 3 9 0 0 4 27
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion 1 2 3 8 1 3 21 61
Tax revenues, fiscal corruption and "shame" costs 0 0 0 75 0 0 6 193
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels 0 0 1 33 0 0 2 145
The Skew Normal multivariate risk measurement framework 0 0 0 1 1 1 10 16
The optimal bid/ask spread in a Specialist System 0 0 0 9 0 1 3 74
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts 0 0 0 0 3 4 4 5
Total Journal Articles 4 16 47 621 30 77 328 2,688


Statistics updated 2021-12-05