Access Statistics for Roy Cerqueti

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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 5 148
A copula-based analysis of false discovery rate control under dependence assumptions 0 0 0 26 0 0 2 107
A dynamic stochastic model of asset pricing with heterogeneous beliefs 0 0 0 58 0 1 1 205
A new family of nonexchangeable copulas for positive dependence 0 0 0 37 0 0 0 53
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 0 1 2 42
Anxiety for the pandemic and trust in financial markets 0 0 0 9 1 1 2 25
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 0 0 2 62
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 1 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 63 0 0 9 178
Civic capital and support for the welfare state 0 0 0 19 0 1 2 58
Civic capital and support for the welfare state 0 0 0 27 0 0 3 62
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 1 1 3 364
Cross Ranking of Cities and Regions: Population vs. Income 0 0 0 7 0 1 2 27
Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 0 0 0 2 0 0 1 38
Data science for assessing possible tax income manipulation: The case of Italy 0 0 0 30 0 0 5 57
Does social capital explain the Solow residual? A DSGE approach 0 0 0 57 1 4 8 126
ESG Investing: A Chance To Reduce Systemic Risk 0 0 3 114 0 0 7 258
Economic growth, corruption and tax evasion 0 0 3 132 0 4 19 417
Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data 0 0 0 16 1 2 2 26
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective 0 0 0 19 0 1 5 41
FDR Control in the Presence of an Unknown Correlation Structure 0 0 0 40 0 0 1 103
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 0 0 4 25
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 12 0 0 1 32
Rational expectations and stochastic systems 0 0 0 8 1 2 4 40
Rational expectations and stochastic systems 0 0 0 2 0 0 1 6
Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law 0 0 0 17 1 2 3 57
Relevant States and Memory in Markov Chain Bootstrapping and Simulation 0 0 1 39 0 1 4 83
Roots and Effects of Investments' Misperception 0 0 1 20 0 0 2 72
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 0 1 2 21
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 1 2 3 14
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling 0 0 1 13 0 3 5 41
Studies on Regional Wealth Inequalities: the case of Italy 0 0 0 27 0 1 1 22
Systemic risk assessment through high order clustering coefficient 0 0 0 19 2 3 4 43
Testing for rational bubbles 0 0 0 77 0 1 3 214
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 0 0 6 392
Total Working Papers 0 0 12 2,747 9 37 164 7,929

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 0 1 2 33
A Network-Based Measure of the Socio-Economic Roots of the Migration Flows 0 0 2 8 0 2 5 29
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 0 1 3 9 0 1 7 34
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 0 1 3 51
A review of aggregation techniques for agent-based models: understanding the presence of long-term memory 0 0 1 5 1 1 5 34
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts 0 0 0 19 0 0 2 100
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 2
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 1 3 117
Corruption, growth and ethnic fractionalization: a theoretical model 0 0 0 36 0 1 2 170
Data science for assessing possible tax income manipulation: The case of Italy 0 0 0 2 0 1 7 26
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 1 147 1 4 14 537
Economic growth, corruption and tax evasion 1 1 3 60 1 5 14 229
Economic interactions and social tolerance: A dynamic perspective 0 0 0 17 0 3 4 91
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 0 0 0 4 0 1 7 36
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 0 0 2 31
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 0 0 1 17
Macro Asset Allocation with Social Impact Investments 0 1 1 13 0 1 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 3 3 20
OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES 0 0 0 1 0 1 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 1 1 2 42
Optimal Investment in Research and Development Under Uncertainty 0 0 1 4 0 0 1 13
Optimal concession contracts for oil exploitation 0 0 1 9 1 2 11 38
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 0 2 2 54
Regular paths in financial markets: Investigating the Benford's law 0 0 1 6 0 1 4 20
Relevant states and memory in Markov chain bootstrapping and simulation 0 0 1 5 0 0 2 33
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 2 43
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 0 3 0 1 1 26
Statistical assessment of regional wealth inequalities: the Italian case 0 0 1 10 0 0 2 32
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 0 0 0 76 0 4 6 205
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels 0 0 0 34 0 1 3 152
The Skew Normal multivariate risk measurement framework 0 0 0 2 0 0 0 20
The optimal bid/ask spread in a Specialist System 0 0 0 11 0 1 2 78
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts 0 0 0 0 0 1 2 8
Total Journal Articles 1 3 19 704 5 49 158 3,150

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Statistics updated 2025-10-06