Working Paper |
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Abstract Views |
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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 |
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0 |
1 |
24 |
1 |
1 |
2 |
26 |
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes |
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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 |
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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 |
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0 |
0 |
46 |
1 |
2 |
2 |
130 |
Corruption, Growth and Ethnic Fractionalization: a Theoretical Model |
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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 |
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0 |
0 |
7 |
0 |
1 |
1 |
26 |
Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 |
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0 |
0 |
2 |
0 |
0 |
1 |
38 |
Data science for assessing possible tax income manipulation: The case of Italy |
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0 |
0 |
30 |
0 |
2 |
4 |
55 |
Does social capital explain the Solow residual? A DSGE approach |
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0 |
0 |
57 |
1 |
2 |
3 |
121 |
ESG Investing: A Chance To Reduce Systemic Risk |
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0 |
2 |
112 |
0 |
0 |
8 |
253 |
Economic growth, corruption and tax evasion |
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1 |
2 |
131 |
2 |
4 |
10 |
405 |
Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data |
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0 |
0 |
16 |
0 |
0 |
0 |
24 |
Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective |
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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 |