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 0 524
A Discrete Model for Patent Valuation 0 0 0 170 0 0 1 446
A Disutility-Based Drift Control for Exchange Rates 0 0 0 33 0 1 1 130
A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping 0 0 0 40 0 0 4 148
A copula-based analysis of false discovery rate control under dependence assumptions 0 0 0 26 2 2 4 109
A dynamic stochastic model of asset pricing with heterogeneous beliefs 0 0 0 58 1 2 2 206
A new family of nonexchangeable copulas for positive dependence 0 0 0 37 1 1 1 54
A stochastic model for financiers 0 0 0 22 0 0 1 122
Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall 0 0 0 26 1 1 3 43
Anxiety for the pandemic and trust in financial markets 0 0 0 9 1 2 3 26
Assessing the Inequalities of Wealth in Regions: the Italian Case 0 0 1 24 0 0 7 31
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes 0 0 0 103 0 0 0 452
Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions 0 0 0 34 2 2 3 64
Change in persistence tests for panels 0 0 0 90 0 0 1 272
Change in persistence tests for panels: An update and some new results 0 0 0 67 0 0 3 173
Civic capital and support for the welfare state 0 0 0 19 0 0 5 55
Civic capital and support for the welfare state 0 0 0 27 1 1 4 63
Civic capital and support for the welfare state 0 0 0 63 1 1 10 179
Civic capital and support for the welfare state 0 0 0 19 2 3 4 60
Consistent Risk Acceptance Criteria through Networks 0 0 1 47 0 1 5 133
Corruption, Growth and Ethnic Fractionalization: a Theoretical Model 0 0 0 193 0 0 3 404
Corruption, growth and ethnolinguistic fractionalization: a theoretical model 0 0 0 110 0 1 3 364
Cross Ranking of Cities and Regions: Population vs. Income 0 0 0 7 1 1 3 28
Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 0 0 0 2 1 1 1 39
Data science for assessing possible tax income manipulation: The case of Italy 0 0 0 30 0 0 4 57
Does social capital explain the Solow residual? A DSGE approach 0 0 0 57 8 11 16 134
ESG Investing: A Chance To Reduce Systemic Risk 1 1 4 115 2 2 8 260
Economic growth, corruption and tax evasion 1 1 3 133 2 4 20 419
Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data 0 0 0 16 0 2 2 26
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective 0 0 0 19 1 1 5 42
FDR Control in the Presence of an Unknown Correlation Structure 0 0 0 40 0 0 0 103
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order 0 0 0 81 0 0 2 268
Investigating the configurations in cross-shareholding: a joint copula-entropy approach 0 0 0 8 1 1 4 26
New panel tests to assess inflation persistence 0 0 0 71 0 1 4 128
Non parametric Fractional Cointegration Analysis 0 0 0 88 0 0 0 244
On the dynamics of innovators and imitators 0 0 0 54 0 0 2 122
Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping 0 0 0 116 0 0 2 713
Over consumption. A horse race of Bayesian DSGE models 0 0 0 75 0 0 0 70
Rational expectations and stochastic systems 0 0 0 2 0 0 1 6
Rational expectations and stochastic systems 0 0 0 12 0 0 1 32
Rational expectations and stochastic systems 0 0 0 8 0 2 4 40
Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law 0 0 0 17 0 1 3 57
Relevant States and Memory in Markov Chain Bootstrapping and Simulation 0 0 1 39 1 2 5 84
Roots and Effects of Investments' Misperception 0 0 1 20 1 1 3 73
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 0 13 0 0 0 23
Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals 0 0 0 7 1 2 3 22
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 2 3 4 16
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling 0 0 1 13 0 2 4 41
Studies on Regional Wealth Inequalities: the case of Italy 0 0 0 27 1 2 2 23
Systemic risk assessment through high order clustering coefficient 0 0 0 19 1 3 5 44
Testing for rational bubbles 0 0 0 77 1 1 4 215
The Resilience of the Socially Responsible Investment Networks 0 0 1 32 0 0 3 77
Total positivity for a class of non-exchangeable copulas 0 0 0 30 0 0 0 83
Why is the Tax Evasion so Persistent? 0 0 0 151 1 1 6 393
Total Working Papers 2 2 13 2,749 37 62 189 7,966

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 0 75
A Generalized Error Distribution Copula-based method for portfolios risk assessment 0 0 0 6 2 2 4 35
A Network-Based Measure of the Socio-Economic Roots of the Migration Flows 0 0 2 8 2 3 7 31
A Tabu Search heuristic procedure in Markov chain bootstrapping 0 0 0 25 0 0 2 81
A Universal Rank-Size Law 0 0 0 0 0 0 2 6
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption 1 2 4 10 1 2 7 35
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping 0 0 0 4 0 0 1 30
A quantitative view on policymakers’ goal, institutions and tax evasion 0 0 0 8 1 2 3 52
A review of aggregation techniques for agent-based models: understanding the presence of long-term memory 0 0 1 5 0 1 3 34
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts 0 0 0 19 0 0 1 100
Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials 0 0 0 0 1 1 1 3
Civic capital and support for the welfare state 0 0 0 1 0 1 5 42
Corruptibility and tax evasion 0 0 0 40 0 0 3 117
Corruption, growth and ethnic fractionalization: a theoretical model 0 0 0 36 3 3 5 173
Data science for assessing possible tax income manipulation: The case of Italy 0 0 0 2 1 1 7 27
Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence 0 0 0 3 0 0 0 34
Economic growth, corruption and tax evasion 0 0 0 147 1 3 13 538
Economic growth, corruption and tax evasion 0 1 3 60 2 4 13 231
Economic interactions and social tolerance: A dynamic perspective 0 0 0 17 2 3 6 93
Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data 0 0 0 4 0 1 3 35
Exploring the financial risk of a temperature index: a fractional integrated approach 1 1 1 5 1 1 7 37
Financing policies via stochastic control: a dynamic programming approach 0 0 0 6 0 1 3 49
Forecasting macroeconomic fundamentals in economic crises 0 0 0 3 1 1 3 32
Illegal finance and usurers behaviour 0 0 0 12 0 3 5 103
Innovation, imitation and policy inaction 0 0 1 8 0 1 2 53
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 0 4 0 0 3 39
Long-range properties and data validity for hydrogeological time series: The case of the Paglia river 0 0 0 2 1 1 1 18
Macro Asset Allocation with Social Impact Investments 0 0 1 13 0 0 3 53
Mean–Variance portfolio selection in presence of infrequently traded stocks 0 0 0 24 0 0 1 78
Measuring network resilience through connection patterns 0 0 0 2 0 2 3 20
OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES 0 0 0 1 0 0 2 6
On the asymptotic behaviour of random matrices in a multivariate statistical model 0 0 0 12 0 0 1 48
On the coexistence of innovators and imitators 0 0 0 10 2 3 4 44
Optimal Investment in Research and Development Under Uncertainty 0 0 0 4 1 1 1 14
Optimal concession contracts for oil exploitation 0 0 1 9 1 3 11 39
Panel stationary tests against changes in persistence 0 0 1 2 0 0 2 17
Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity 0 0 0 11 1 1 3 55
Regular paths in financial markets: Investigating the Benford's law 0 0 1 6 0 0 4 20
Relevant states and memory in Markov chain bootstrapping and simulation 0 0 1 5 1 1 3 34
Risk measures on networks and expected utility 0 0 0 2 0 0 0 7
Roots and effects of financial misperception in a stochastic dominance framework 0 0 0 6 0 1 1 43
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 0 3 0 0 1 26
Statistical assessment of regional wealth inequalities: the Italian case 0 0 1 10 2 2 4 34
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion 0 0 1 10 0 0 2 69
Tax revenues, fiscal corruption and "shame" costs 1 1 1 77 1 2 7 206
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels 0 0 0 34 1 1 3 153
The Skew Normal multivariate risk measurement framework 0 0 0 2 2 2 2 22
The optimal bid/ask spread in a Specialist System 0 0 0 11 0 0 2 78
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts 0 0 0 0 2 3 4 10
Total Journal Articles 3 5 20 707 33 57 174 3,183

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08