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 1 1 1 446
A Disutility-Based Drift Control for Exchange Rates 0 0 0 33 0 0 0 129
A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping 0 0 0 40 0 2 6 147
A copula-based analysis of false discovery rate control under dependence assumptions 0 0 0 26 1 1 1 106
A dynamic stochastic model of asset pricing with heterogeneous beliefs 0 0 0 58 0 0 1 204
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 1 1 1 122
Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall 0 0 0 26 0 0 0 40
Anxiety for the pandemic and trust in financial markets 0 0 0 9 0 1 2 24
Assessing the Inequalities of Wealth in Regions: the Italian Case 0 0 1 24 1 1 2 26
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 1 61
Change in persistence tests for panels 0 0 0 90 0 1 1 272
Change in persistence tests for panels: An update and some new results 0 0 0 67 1 2 2 172
Civic capital and support for the welfare state 0 0 0 27 0 2 5 62
Civic capital and support for the welfare state 0 0 0 19 0 2 4 53
Civic capital and support for the welfare state 0 0 0 19 0 0 1 57
Civic capital and support for the welfare state 0 0 0 63 0 5 6 175
Consistent Risk Acceptance Criteria through Networks 0 0 0 46 1 2 2 130
Corruption, Growth and Ethnic Fractionalization: a Theoretical Model 0 0 0 193 1 1 7 402
Corruption, growth and ethnolinguistic fractionalization: a theoretical model 0 0 0 110 1 1 3 362
Cross Ranking of Cities and Regions: Population vs. Income 0 0 0 7 0 1 1 26
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 2 4 55
Does social capital explain the Solow residual? A DSGE approach 0 0 0 57 1 2 3 121
ESG Investing: A Chance To Reduce Systemic Risk 0 0 2 112 0 0 8 253
Economic growth, corruption and tax evasion 0 1 2 131 2 4 10 405
Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data 0 0 0 16 0 0 0 24
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective 0 0 0 19 0 1 4 38
FDR Control in the Presence of an Unknown Correlation Structure 0 0 0 40 0 0 3 103
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order 0 0 0 81 1 1 1 267
Investigating the configurations in cross-shareholding: a joint copula-entropy approach 0 0 0 8 1 3 4 25
New panel tests to assess inflation persistence 0 0 0 71 1 2 3 126
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 0 120
Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping 0 0 0 116 0 0 1 711
Over consumption. A horse race of Bayesian DSGE models 0 0 0 75 0 0 1 70
Rational expectations and stochastic systems 0 0 0 2 0 1 1 6
Rational expectations and stochastic systems 0 0 1 12 0 0 1 31
Rational expectations and stochastic systems 0 0 1 8 1 2 5 38
Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law 0 0 0 17 1 1 1 55
Relevant States and Memory in Markov Chain Bootstrapping and Simulation 1 1 1 39 1 1 1 80
Roots and Effects of Investments' Misperception 1 1 1 20 1 1 1 71
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 0 13 0 0 1 23
Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals 0 0 0 7 0 0 1 19
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 0 0 1 12
Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling 0 0 0 12 0 0 4 37
Studies on Regional Wealth Inequalities: the case of Italy 0 0 0 27 0 0 0 21
Systemic risk assessment through high order clustering coefficient 0 0 0 19 1 1 1 40
Testing for rational bubbles 0 0 0 77 0 1 2 213
The Resilience of the Socially Responsible Investment Networks 0 0 1 31 0 1 3 75
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 4 9 391
Total Working Papers 2 3 10 2,741 19 52 122 7,840


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 1 1 1 32
A Network-Based Measure of the Socio-Economic Roots of the Migration Flows 0 2 3 8 0 3 4 27
A Tabu Search heuristic procedure in Markov chain bootstrapping 0 0 0 25 2 2 3 81
A Universal Rank-Size Law 0 0 0 0 1 1 1 5
A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption 0 0 0 6 0 0 4 30
A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping 0 0 0 4 1 1 4 30
A quantitative view on policymakers’ goal, institutions and tax evasion 0 0 0 8 1 1 2 50
A review of aggregation techniques for agent-based models: understanding the presence of long-term memory 0 0 1 5 1 1 5 33
A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts 0 0 0 19 1 1 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 2 39
Corruptibility and tax evasion 0 0 0 40 1 1 2 115
Corruption, growth and ethnic fractionalization: a theoretical model 0 0 1 36 0 0 4 168
Data science for assessing possible tax income manipulation: The case of Italy 0 0 0 2 3 4 7 25
Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence 0 0 0 3 0 0 2 34
Economic growth, corruption and tax evasion 0 0 3 147 1 2 11 528
Economic growth, corruption and tax evasion 0 0 0 57 0 0 8 218
Economic interactions and social tolerance: A dynamic perspective 0 0 0 17 0 0 2 87
Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data 0 0 1 4 1 1 3 33
Exploring the financial risk of a temperature index: a fractional integrated approach 0 0 0 4 0 1 7 32
Financing policies via stochastic control: a dynamic programming approach 0 0 0 6 0 0 1 47
Forecasting macroeconomic fundamentals in economic crises 0 0 0 3 0 1 2 31
Illegal finance and usurers behaviour 0 0 0 12 0 0 3 98
Innovation, imitation and policy inaction 1 1 1 8 1 1 1 52
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 1 1 37
Long-range properties and data validity for hydrogeological time series: The case of the Paglia river 0 0 0 2 0 0 2 17
Macro Asset Allocation with Social Impact Investments 0 0 0 12 1 1 1 51
Mean–Variance portfolio selection in presence of infrequently traded stocks 0 0 0 24 1 1 3 78
Measuring network resilience through connection patterns 0 0 0 2 0 0 0 17
OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES 0 0 0 1 1 1 1 5
On the asymptotic behaviour of random matrices in a multivariate statistical model 0 0 0 12 1 1 1 48
On the coexistence of innovators and imitators 0 0 0 10 0 0 0 40
Optimal Investment in Research and Development Under Uncertainty 0 0 2 4 0 0 2 13
Optimal concession contracts for oil exploitation 1 1 3 9 2 4 11 34
Panel stationary tests against changes in persistence 0 0 0 1 0 0 1 15
Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity 0 0 0 11 0 0 0 52
Regular paths in financial markets: Investigating the Benford's law 0 0 0 5 0 0 1 17
Relevant states and memory in Markov chain bootstrapping and simulation 0 0 1 5 0 1 3 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 0 1 42
SME investment best strategies. Outliers for assessing how to optimize performance 0 0 2 3 0 0 3 25
Statistical assessment of regional wealth inequalities: the Italian case 0 1 1 10 1 2 2 32
Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion 1 1 2 10 1 1 2 68
Tax revenues, fiscal corruption and "shame" costs 0 0 0 76 0 0 2 201
Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels 0 0 0 34 0 0 2 151
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 0 0 76
Words ranking and Hirsch index for identifying the core of the hapaxes in political texts 0 0 0 0 0 0 0 6
Total Journal Articles 3 6 21 695 23 36 120 3,061


Statistics updated 2025-03-03