6
H index
2
i10 index
160
Citations
"Sapienza" Università di Roma | 6 H index 2 i10 index 160 Citations RESEARCH PRODUCTION: 46 Articles 50 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Roy Cerqueti. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
---|---|
Papers / arXiv.org | 15 |
Working Papers / Macerata University, Department of Finance and Economic Sciences | 9 |
MPRA Paper / University Library of Munich, Germany | 5 |
ISAE Working Papers / ISTAT - Italian National Institute of Statistics - (Rome, ITALY) | 3 |
Year | Title of citing document |
---|---|
2019 | Designing an Optimal Portfolio for Irans Stock Market with Genetic Algorithm using Neural Network Prediction of Risk and Return Stocks. (2019). Barazandeh, Babak ; Fekri, Masoud. In: Papers. RePEc:arx:papers:1903.06632. Full description at Econpapers || Download paper |
2019 | Evidence for Gross Domestic Product growth time delay dependence over Foreign Direct Investment. A time-lag dependent correlation study. (2019). ausloos, marcel ; Dhesi, Gurjeet ; Kaur, Parmjit ; Eskandary, Ali. In: Papers. RePEc:arx:papers:1905.01617. Full description at Econpapers || Download paper |
2019 | Fundamental Analysis in China: An Empirical Study of the Relationship between Financial Ratios and Stock Prices. (2019). Felicia, H L ; Schinckus, Christophe ; Ausloos, Marcel ; Ma, Lijuan. In: Papers. RePEc:arx:papers:1910.06746. Full description at Econpapers || Download paper |
2019 | Rank-size law, financial inequality indices and gain concentrations by cyclist teams. The case of a multiple stage bicycle race, like Tour de France. (2019). ausloos, marcel. In: Papers. RePEc:arx:papers:1910.13803. Full description at Econpapers || Download paper |
2020 | Communicability in the World Trade Network -- A new perspective for community detection. (2020). Grassi, Rosanna ; Clemente, Gian Paolo ; Bartesaghi, Paolo. In: Papers. RePEc:arx:papers:2001.06356. Full description at Econpapers || Download paper |
2020 | Corporate Governance and Firms Financial Performance in the United Kingdom. (2020). ausloos, marcel ; Kyere, Martin. In: Papers. RePEc:arx:papers:2008.04048. Full description at Econpapers || Download paper |
2020 | Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk. (2020). Kim, Youngshin ; Kurosaki, Tetsuo. In: Papers. RePEc:arx:papers:2010.08900. Full description at Econpapers || Download paper |
2019 | Grey Lotka–Volterra models with application to cryptocurrencies adoption. (2019). Mba, J C ; Gatabazi, P ; Labuschagne, C ; Pindza, E. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:122:y:2019:i:c:p:47-57. Full description at Econpapers || Download paper |
2020 | Social norms and economic growth in a model with labor and capital income tax evasion. (2020). Kunze, Lars ; Bethencourt, Carlos. In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:170-182. Full description at Econpapers || Download paper |
2019 | News-based forecasts of macroeconomic indicators: A semantic path model for interpretable predictions. (2019). Feuerriegel, Stefan ; Gordon, Julius. In: European Journal of Operational Research. RePEc:eee:ejores:v:272:y:2019:i:1:p:162-175. Full description at Econpapers || Download paper |
2020 | Merging anomalous data usage in wireless mobile telecommunications: Business analytics with a strategy-focused data-driven approach for sustainability. (2020). Lin, Yi-Bing ; Sun, Edward W ; Chen, Yi-Ting. In: European Journal of Operational Research. RePEc:eee:ejores:v:281:y:2020:i:3:p:687-705. Full description at Econpapers || Download paper |
2020 | Algorithmic trading for online portfolio selection under limited market liquidity. (2020). Zhang, Hai. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1033-1051. Full description at Econpapers || Download paper |
2020 | Words ranking and Hirsch index for identifying the core of the hapaxes in political texts. (2020). ausloos, marcel ; Dhesi, Gurjeet ; Cerqueti, Roy ; Ficcadenti, Valerio. In: Journal of Informetrics. RePEc:eee:infome:v:14:y:2020:i:3:s1751157719303037. Full description at Econpapers || Download paper |
2021 | Family of mean-mixtures of multivariate normal distributions: Properties, inference and assessment of multivariate skewness. (2021). Jamalizadeh, Ahad ; Balakrishnan, Narayanaswamy ; Madadi, Mohsen ; Abdi, Meraj. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:181:y:2021:i:c:s0047259x20302608. Full description at Econpapers || Download paper |
2020 | A nonlinear dynamic model for credit risk contagion. (2020). Maddalena, Lucia ; Fanelli, Viviana. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:174:y:2020:i:c:p:45-58. Full description at Econpapers || Download paper |
2019 | Do both demand-following and supply-leading theories hold true in developing countries?. (2019). Chow, Sheung Chi ; Wong, Wing Keung ; Vieito, Joo Paulo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:536-554. Full description at Econpapers || Download paper |
2019 | Hysteresis of economic networks in an XY model. (2019). Hosseiny, Ali ; Gallegati, Mauro ; Sherafati, Mohammad ; Absalan, Mohammadreza. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:644-652. Full description at Econpapers || Download paper |
2019 | Hydrological natural inflow and climate variables: Time and frequency causality analysis. (2019). Huang, XU ; Dhesi, Gurjeet ; Cyrino, Fernando Luiz ; Hassani, Hossein ; Maaira, Paula Medina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:516:y:2019:i:c:p:480-495. Full description at Econpapers || Download paper |
2019 | Stock market daily volatility and information measures of predictability. (2019). Prattico, Flavio ; Petroni, Filippo ; Gismondi, Fulvio ; Damico, Guglielmo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:518:y:2019:i:c:p:22-29. Full description at Econpapers || Download paper |
2019 | Does the monetary policy influenced cross-correlations on the main world stocks markets? Power Law Classification Scheme analysis. (2019). Trela, Zenon ; Tadla, Adrian ; Mikiewicz, Janusz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:519:y:2019:i:c:p:72-81. Full description at Econpapers || Download paper |
2019 | Structure of control in financial networks: An application to the Brazilian stock market. (2019). Del-Vecchio, Renata R ; Grassi, Rosanna ; Abreu, Mariana Piaia. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:522:y:2019:i:c:p:302-314. Full description at Econpapers || Download paper |
2019 | Economic risk contagion among major economies: New evidence from EPU spillover analysis in time and frequency domains. (2019). Wang, Qian ; Liu, Yuntong ; Zhang, Xuhui ; Bai, Lan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313998. Full description at Econpapers || Download paper |
2020 | Rank–size law, financial inequality indices and gain concentrations by cyclist teams. The case of a multiple stage bicycle race, like Tour de France. (2020). ausloos, marcel. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317807. Full description at Econpapers || Download paper |
2020 | Optimization of the post-crisis recovery plans in scale-free networks. (2020). ausloos, marcel ; Jafari, Gholamreza ; Hosseiny, Ali ; Chinichian, Narges ; Bahrami, Mohammad. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s037843711931800x. Full description at Econpapers || Download paper |
2020 | Scaling features of price–volume cross correlation. (2020). Jafari, Reza G ; Haven, Emmanuel ; Osoolian, Mohammad ; Ardalankia, Jamshid. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437119322708. Full description at Econpapers || Download paper |
2020 | Demythifying the belief in cryptocurrencies decentralized aspects. A study of cryptocurrencies time cross-correlations with common currencies, commodities and financial indices. (2020). ausloos, marcel ; Jafari, Gholamreza ; Manavi, Seyed Alireza ; Rouhani, Shahin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:556:y:2020:i:c:s0378437120303836. Full description at Econpapers || Download paper |
2020 | COVID-19, flattening the curve, and Benford’s law. (2020). Jeong, Yeasung ; Han, Sumin ; Lee, Kang-Bok. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:559:y:2020:i:c:s0378437120305719. Full description at Econpapers || Download paper |
2020 | The vulnerability of communities in complex networks: An entropy approach. (2020). Deng, Yong ; Wen, Tao. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:196:y:2020:i:c:s0951832019308762. Full description at Econpapers || Download paper |
2020 | A resilience measure for supply chain systems considering the interruption with the cyber-physical systems. (2020). Zhang, Chi ; Dui, Hongyan ; Chen, Liwei. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:199:y:2020:i:c:s095183201930907x. Full description at Econpapers || Download paper |
2020 | Resilience Measure of Network Systems by Node and Edge Indicators. (2020). Dui, Hongyan ; Xu, Xin ; Zhang, Chao. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:202:y:2020:i:c:s0951832020305366. Full description at Econpapers || Download paper |
2020 | The evolution of dynamic interactions between the knowledge development of powertrain systems. (2020). Juniper, James ; Blackmore, Karen ; Savage, David ; Phirouzabadi, Amir Mirzadeh. In: Transport Policy. RePEc:eee:trapol:v:93:y:2020:i:c:p:1-16. Full description at Econpapers || Download paper |
2019 | Repeated Shocks and Preferences for Redistribution. (2019). Nicolini, Marcella ; Gualtieri, Giovanni. In: Working Papers. RePEc:fem:femwpa:2018.15. Full description at Econpapers || Download paper |
2019 | Improved Covariance Matrix Estimation for Portfolio Risk Measurement: A Review. (2019). Sathye, Milind ; Liu, Shuangzhe ; Ma, Tiefeng ; Sun, Ruili. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:48-:d:216804. Full description at Econpapers || Download paper |
2019 | Eliciting Weights of Significance of Criteria for a Monitoring Model of Performance of SMEs for Successful Insolvency Administrator’s Intervention. (2019). Lapinskiene, Giedre ; Kurschus, Ralph ; Podviezko, Askoldas. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:20:p:5667-:d:276337. Full description at Econpapers || Download paper |
2019 | Ethnolinguistic Diversity and Education. A Successful Pairing. (2019). Buitrago, Eva M ; Caraballo, Angeles M. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6625-:d:290213. Full description at Econpapers || Download paper |
2020 | Mapping Social Impact: A Bibliometric Analysis. (2020). Odriozola, Maria D ; Luna, Manuel ; Baraibar-Diez, Elisa ; Llorente, Ignacio . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9389-:d:443444. Full description at Econpapers || Download paper |
2020 | Exploring the Key Driving Forces of the Sustainable Intergenerational Evolution of the Industrial Alliance Innovation Ecosystem: Evidence from a Case Study of China’s TDIA. (2020). Bao, Mengmeng ; Hu, Xiaobo ; Yang, Zhongji ; Wu, Jianlong ; Wang, Hongqi ; Huang, Jing. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:4:p:1320-:d:319459. Full description at Econpapers || Download paper |
2020 | Risk Management Opportunities between Socially Responsible Investments and Selected Commodities. (2020). Kuziak, Katarzyna ; Cupriak, Daniel ; Popczyk, Tomasz. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:5:p:2003-:d:328908. Full description at Econpapers || Download paper |
2019 | Modeling Overlapped Mutual Funds’ Portfolios: A Bipartite Network Approach. (2019). Valle, Mauricio A ; Lavin, Jaime F ; Magner, Nicolas S. In: Complexity. RePEc:hin:complx:1565698. Full description at Econpapers || Download paper |
2019 | A Governance Dividend for Sub-Saharan Africa?. (2019). Velloso, Ricardo ; Thakoor, Vimal V ; Sobrinho, Nelson ; Mills, Marshall ; Hammadi, Amine. In: IMF Working Papers. RePEc:imf:imfwpa:19/1. Full description at Econpapers || Download paper |
2019 | Repeated Shocks and Preferences for Redistribution. (2019). Sabatini, Fabio ; Nicolini, Marcella ; Gualtieri, Giovanni. In: IZA Discussion Papers. RePEc:iza:izadps:dp12475. Full description at Econpapers || Download paper |
2019 | Cryptocurrency or usury? Crime and alternative money laundering techniques. (2019). masciandaro, donato ; Barone, Raffaella. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:47:y:2019:i:2:d:10.1007_s10657-019-09609-6. Full description at Econpapers || Download paper |
2020 | Towards more effective consumer steering via network analysis. (2020). Iovanella, Antonio ; Arpetti, Jacopo. In: European Journal of Law and Economics. RePEc:kap:ejlwec:v:50:y:2020:i:3:d:10.1007_s10657-019-09637-2. Full description at Econpapers || Download paper |
2019 | Costs of Distrust: The Virtuous Cycle of Tax Compliance in Jordan. (2019). Alasfour, Fadi. In: Journal of Business Ethics. RePEc:kap:jbuset:v:155:y:2019:i:1:d:10.1007_s10551-017-3473-y. Full description at Econpapers || Download paper |
2020 | A piaci likviditás és a szabályozás kapcsolatának vizsgálata általános egyensúlyelméleti modellkeretben. (2020). Hever, Judit. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1915. Full description at Econpapers || Download paper |
2020 | COVID-19 and stigma: Evolution of self-restraint behavior. (2020). Managi, Shunsuke ; Kurita, Kenichi. In: MPRA Paper. RePEc:pra:mprapa:103446. Full description at Econpapers || Download paper |
2019 | Repeated shocks and preferences for redistribution. (2019). Sabatini, Fabio ; Zamparelli, Luca ; Nicolini, Marcella ; Gualtieri, Giovanni . In: MPRA Paper. RePEc:pra:mprapa:91477. Full description at Econpapers || Download paper |
2019 | Formulation and solution of an optimal control problem for industrial project control. (2019). Hazir, Oncu ; Schmidt, Klaus Werner. In: Annals of Operations Research. RePEc:spr:annopr:v:280:y:2019:i:1:d:10.1007_s10479-019-03262-7. Full description at Econpapers || Download paper |
2020 | Greek sovereign crisis and European exchange rates: effects of news releases and their providers. (2020). Sariannidis, Nikolaos ; Garefalakis, Alexandros ; Floros, Christos ; Vortelinos, Dimitrios ; Gkillas, Konstantinos. In: Annals of Operations Research. RePEc:spr:annopr:v:294:y:2020:i:1:d:10.1007_s10479-019-03199-x. Full description at Econpapers || Download paper |
2020 | Corruption in public health and its effects on the economic growth of Brazilian municipalities. (2020). Araujo, Jevuks Matheus ; Machoski, Eduarda. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:21:y:2020:i:5:d:10.1007_s10198-020-01162-3. Full description at Econpapers || Download paper |
2020 | Decomposing Personal Income Tax Redistribution with Application to Italy. (2020). Caro, Paolo. In: The Journal of Economic Inequality. RePEc:spr:joecin:v:18:y:2020:i:1:d:10.1007_s10888-019-09425-7. Full description at Econpapers || Download paper |
2019 | Extremal properties of the Theil and Gini measures of inequality. (2019). Oancea, Bogdan ; Pirjol, Dan. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:53:y:2019:i:2:d:10.1007_s11135-018-0792-8. Full description at Econpapers || Download paper |
2019 | Intriguing behavior when testing the impact of quotation marks usage in Google search results. (2019). ILEANU, BOGDAN ; Cristescu, Marian Pompiliu ; ausloos, marcel ; Herteliu, Claudiu. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:53:y:2019:i:5:d:10.1007_s11135-018-0771-0. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2014 | Benfords law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions In: Papers. [Full Text][Citation analysis] | paper | 11 |
2014 | Assessing the Inequalities of Wealth in Regions: the Italian Case In: Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data In: Papers. [Full Text][Citation analysis] | paper | 9 |
2015 | Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data.(2015) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | article | |
2015 | Cross Ranking of Cities and Regions: Population vs. Income In: Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Studies on Regional Wealth Inequalities: the case of Italy In: Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benfords Law In: Papers. [Full Text][Citation analysis] | paper | 4 |
2016 | Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall In: Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Data science for assessing possible tax income manipulation: The case of Italy In: Papers. [Full Text][Citation analysis] | paper | 2 |
2018 | Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 In: Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Investigating the configurations in cross-shareholding: a joint copula-entropy approach In: Papers. [Full Text][Citation analysis] | paper | 5 |
2018 | SME investment best strategies. Outliers for assessing how to optimize performance In: Papers. [Full Text][Citation analysis] | paper | 1 |
2018 | SME investment best strategies. Outliers for assessing how to optimize performance.(2018) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2018 | Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective In: Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Systemic risk assessment through high order clustering coefficient In: Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Segregation with Social Linkages: Evaluating Schellings Model with Networked Individuals In: Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling In: Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity In: The B.E. Journal of Theoretical Economics. [Full Text][Citation analysis] | article | 0 |
2009 | Tax revenues, fiscal corruption and shame costs In: Economic Modelling. [Full Text][Citation analysis] | article | 5 |
2011 | Economic growth, corruption and tax evasion In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
2011 | Economic growth, corruption and tax evasion.(2011) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | article | |
2010 | Economic growth, corruption and tax evasion.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 14 | paper | |
2011 | The optimal bid/ask spread in a Specialist System In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2013 | Economic interactions and social tolerance: A dynamic perspective In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
2013 | A Tabu Search heuristic procedure in Markov chain bootstrapping In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 1 |
2014 | Mean–Variance portfolio selection in presence of infrequently traded stocks In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 6 |
2016 | Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 2 |
2017 | Relevant states and memory in Markov chain bootstrapping and simulation In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
2013 | Relevant States and Memory in Markov Chain Bootstrapping and Simulation.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2019 | Long run analysis of crude oil portfolios In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2009 | A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
2011 | Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 8 |
2017 | Long-range properties and data validity for hydrogeological time series: The case of the Paglia river In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
2018 | Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 6 |
2019 | A Generalized Error Distribution Copula-based method for portfolios risk assessment In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 0 |
2016 | Risk measures on networks and expected utility In: Reliability Engineering and System Safety. [Full Text][Citation analysis] | article | 0 |
2019 | Measuring network resilience through connection patterns In: Reliability Engineering and System Safety. [Full Text][Citation analysis] | article | 3 |
2008 | On the asymptotic behaviour of random matrices in a multivariate statistical model In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 0 |
2016 | Innovation, imitation and policy inaction In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 1 |
2015 | On the coexistence of innovators and imitators In: Technological Forecasting and Social Change. [Full Text][Citation analysis] | article | 8 |
2017 | Civic capital and support for the welfare state In: EERI Research Paper Series. [Full Text][Citation analysis] | paper | 5 |
2017 | Civic capital and support for the welfare state.(2017) In: Econometica Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2016 | Civic capital and support for the welfare state.(2016) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2019 | Civic capital and support for the welfare state.(2019) In: Social Choice and Welfare. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | article | |
2017 | Civic capital and support for the welfare state.(2017) In: EconStor Preprints. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
2019 | Macro Asset Allocation with Social Impact Investments In: Sustainability. [Full Text][Citation analysis] | article | 2 |
2019 | Rational expectations and stochastic systems In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 0 |
2019 | Rational expectations and stochastic systems.(2019) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Rational expectations and stochastic systems.(2017) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2009 | Why is the Tax Evasion so Persistent? In: ISAE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | A Discrete Model for Patent Valuation In: ISAE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2007 | Non parametric Fractional Cointegration Analysis In: ISAE Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs In: Computational Economics. [Full Text][Citation analysis] | article | 1 |
2008 | A dynamic stochastic model of asset pricing with heterogeneous beliefs.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2012 | Illegal finance and usurers behaviour In: European Journal of Law and Economics. [Full Text][Citation analysis] | article | 4 |
2015 | Corruptibility and tax evasion In: European Journal of Law and Economics. [Full Text][Citation analysis] | article | 0 |
2012 | Corruption, growth and ethnic fractionalization: a theoretical model In: Journal of Economics. [Full Text][Citation analysis] | article | 3 |
2011 | Corruption, Growth and Ethnic Fractionalization: a Theoretical Model.(2011) In: CEIS Research Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2008 | A stochastic model for financiers In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | New panel tests to assess inflation persistence In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2010 | A Disutility-Based Drift Control for Exchange Rates In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2010 | Corruption, growth and ethnolinguistic fractionalization: a theoretical model In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | Roots and Effects of Investments Misperception In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order. In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes. In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2006 | Testing for rational bubbles. In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2007 | Change in persistence tests for panels In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Change in persistence tests for panels: An update and some new results In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | FDR Control in the Presence of an Unknown Correlation Structure In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | A copula-based analysis of false discovery rate control under dependence assumptions In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | A new family of nonexchangeable copulas for positive dependence In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Consistent Risk Acceptance Criteria through Networks In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Total positivity for a class of non-exchangeable copulas In: Economics & Statistics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | A Universal Rank-Size Law In: PLOS ONE. [Full Text][Citation analysis] | article | 2 |
2017 | Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials In: PLOS ONE. [Full Text][Citation analysis] | article | 0 |
2012 | On the dynamics of innovators and imitators In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2015 | Over consumption. A horse race of Bayesian DSGE models In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2018 | Does social capital explain the Solow residual? A DSGE approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2016 | A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption In: Annals of Operations Research. [Full Text][Citation analysis] | article | 1 |
2016 | Forecasting macroeconomic fundamentals in economic crises In: Annals of Operations Research. [Full Text][Citation analysis] | article | 4 |
2017 | A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2020 | Exploring the financial risk of a temperature index: a fractional integrated approach In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2020 | The Skew Normal multivariate risk measurement framework In: Computational Management Science. [Full Text][Citation analysis] | article | 1 |
2012 | Financing policies via stochastic control: a dynamic programming approach In: Journal of Global Optimization. [Full Text][Citation analysis] | article | 0 |
2016 | Optimal Investment in Research and Development Under Uncertainty In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 3 |
2013 | Roots and effects of financial misperception in a stochastic dominance framework In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 1 |
2014 | A quantitative view on policymakers’ goal, institutions and tax evasion In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 1 |
2015 | A review of aggregation techniques for agent-based models: understanding the presence of long-term memory In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 1 |
2015 | Statistical assessment of regional wealth inequalities: the Italian case In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 7 |
2019 | A Network-Based Measure of the Socio-Economic Roots of the Migration Flows In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 1 |
2019 | Panel stationary tests against changes in persistence In: Statistical Papers. [Full Text][Citation analysis] | article | 0 |
2018 | Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
2010 | OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES In: New Mathematics and Natural Computation (NMNC). [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2020. Contact: CitEc Team