Roy Cerqueti : Citation Profile


Are you Roy Cerqueti?

"Sapienza" Università di Roma

6

H index

2

i10 index

160

Citations

RESEARCH PRODUCTION:

46

Articles

50

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 10
   Journals where Roy Cerqueti has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 27 (14.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pce67
   Updated: 2021-01-02    RAS profile: 2020-06-11    
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Relations with other researchers


Works with:

ausloos, marcel (14)

Ventura, Marco (10)

Sabatini, Fabio (5)

Lupi, Claudio (4)

Argentiero, Amedeo (2)

giacalone, massimiliano (2)

Castellano, Rosella (2)

Bovi, Maurizio (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Roy Cerqueti.

Is cited by:

ausloos, marcel (19)

Andrei, Tudorel (4)

Oancea, Bogdan (4)

Martinez-Vazquez, Jorge (3)

Ventura, Marco (3)

Mussida, Chiara (3)

Sgrignoli, Paolo (3)

masciandaro, donato (3)

McClellan, Chandler (3)

Dufrénot, Gilles (3)

Parisi, Maria Laura (3)

Cites to:

ausloos, marcel (49)

Bai, Jushan (13)

Hommes, Cars (11)

Phillips, Peter (11)

Taylor, Robert (10)

Granger, Clive (9)

Fernández-Huertas Moraga, Jesús (9)

Aghion, Philippe (9)

Sabatini, Fabio (9)

Algan, Yann (8)

Cahuc, Pierre (8)

Main data


Where Roy Cerqueti has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications5
Economic Modelling4
Quality & Quantity: International Journal of Methodology4
Annals of Operations Research4
European Journal of Operational Research4
Technological Forecasting and Social Change2
PLOS ONE2
Reliability Engineering and System Safety2
European Journal of Law and Economics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org15
Working Papers / Macerata University, Department of Finance and Economic Sciences9
MPRA Paper / University Library of Munich, Germany5
ISAE Working Papers / ISTAT - Italian National Institute of Statistics - (Rome, ITALY)3

Recent works citing Roy Cerqueti (2020 and 2019)


YearTitle of citing document
2019Designing 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.

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2019Evidence 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.

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2019Fundamental 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.

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2019Rank-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.

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2020Communicability 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.

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2020Corporate Governance and Firms Financial Performance in the United Kingdom. (2020). ausloos, marcel ; Kyere, Martin. In: Papers. RePEc:arx:papers:2008.04048.

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2020Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk. (2020). Kim, Youngshin ; Kurosaki, Tetsuo. In: Papers. RePEc:arx:papers:2010.08900.

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2019Grey 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.

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2020Social 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.

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2019News-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.

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2020Merging 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.

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2020Algorithmic 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.

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2020Words 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.

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2021Family 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.

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2020A 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.

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2019Do 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.

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2019Hysteresis 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.

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2019Hydrological 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.

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2019Stock 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.

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2019Does 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.

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2019Structure 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.

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2019Economic 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.

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2020Rank–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.

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2020Optimization 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.

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2020Scaling 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.

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2020Demythifying 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.

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2020COVID-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.

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2020The 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.

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2020A 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.

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2020Resilience 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.

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2020The 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.

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2019Repeated Shocks and Preferences for Redistribution. (2019). Nicolini, Marcella ; Gualtieri, Giovanni. In: Working Papers. RePEc:fem:femwpa:2018.15.

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2019Improved 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.

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2019Eliciting 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.

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2019Ethnolinguistic 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.

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2020Mapping 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.

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2020Exploring 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.

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2020Risk 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.

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2019Modeling Overlapped Mutual Funds’ Portfolios: A Bipartite Network Approach. (2019). Valle, Mauricio A ; Lavin, Jaime F ; Magner, Nicolas S. In: Complexity. RePEc:hin:complx:1565698.

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2019A 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.

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2019Repeated Shocks and Preferences for Redistribution. (2019). Sabatini, Fabio ; Nicolini, Marcella ; Gualtieri, Giovanni. In: IZA Discussion Papers. RePEc:iza:izadps:dp12475.

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2019Cryptocurrency 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.

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2020Towards 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.

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2019Costs 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.

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2020A 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.

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2020COVID-19 and stigma: Evolution of self-restraint behavior. (2020). Managi, Shunsuke ; Kurita, Kenichi. In: MPRA Paper. RePEc:pra:mprapa:103446.

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2019Repeated shocks and preferences for redistribution. (2019). Sabatini, Fabio ; Zamparelli, Luca ; Nicolini, Marcella ; Gualtieri, Giovanni . In: MPRA Paper. RePEc:pra:mprapa:91477.

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2019Formulation 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.

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2020Greek 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.

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2020Corruption 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.

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2020Decomposing 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.

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2019Extremal 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.

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2019Intriguing 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.

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Works by Roy Cerqueti:


YearTitleTypeCited
2014Benfords law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions In: Papers.
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paper11
2014Assessing the Inequalities of Wealth in Regions: the Italian Case In: Papers.
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paper1
2014Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data In: Papers.
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paper9
2015Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data.(2015) In: Physica A: Statistical Mechanics and its Applications.
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article
2015Cross Ranking of Cities and Regions: Population vs. Income In: Papers.
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paper1
2016Studies on Regional Wealth Inequalities: the case of Italy In: Papers.
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paper1
2016Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benfords Law In: Papers.
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paper4
2016Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall In: Papers.
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paper0
2017Data science for assessing possible tax income manipulation: The case of Italy In: Papers.
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paper2
2018Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 In: Papers.
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paper0
2018Investigating the configurations in cross-shareholding: a joint copula-entropy approach In: Papers.
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paper5
2018SME investment best strategies. Outliers for assessing how to optimize performance In: Papers.
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paper1
2018SME investment best strategies. Outliers for assessing how to optimize performance.(2018) In: Physica A: Statistical Mechanics and its Applications.
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article
2018Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective In: Papers.
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paper4
2020Systemic risk assessment through high order clustering coefficient In: Papers.
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paper2
2020Segregation with Social Linkages: Evaluating Schellings Model with Networked Individuals In: Papers.
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paper0
2020Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling In: Papers.
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paper2
2015Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity In: The B.E. Journal of Theoretical Economics.
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article0
2009Tax revenues, fiscal corruption and shame costs In: Economic Modelling.
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article5
2011Economic growth, corruption and tax evasion In: Economic Modelling.
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article14
2011Economic growth, corruption and tax evasion.(2011) In: Economic Modelling.
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2010Economic growth, corruption and tax evasion.(2010) In: Working Papers.
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2011The optimal bid/ask spread in a Specialist System In: Economic Modelling.
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article2
2013Economic interactions and social tolerance: A dynamic perspective In: Economics Letters.
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article6
2013A Tabu Search heuristic procedure in Markov chain bootstrapping In: European Journal of Operational Research.
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article1
2014Mean–Variance portfolio selection in presence of infrequently traded stocks In: European Journal of Operational Research.
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article6
2016Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion In: European Journal of Operational Research.
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article2
2017Relevant states and memory in Markov chain bootstrapping and simulation In: European Journal of Operational Research.
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article3
2013Relevant States and Memory in Markov Chain Bootstrapping and Simulation.(2013) In: MPRA Paper.
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2019Long run analysis of crude oil portfolios In: Energy Economics.
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article0
2009A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts In: Insurance: Mathematics and Economics.
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article1
2011Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels In: Journal of Banking & Finance.
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article8
2017Long-range properties and data validity for hydrogeological time series: The case of the Paglia river In: Physica A: Statistical Mechanics and its Applications.
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article4
2018Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence In: Physica A: Statistical Mechanics and its Applications.
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article6
2019A Generalized Error Distribution Copula-based method for portfolios risk assessment In: Physica A: Statistical Mechanics and its Applications.
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article0
2016Risk measures on networks and expected utility In: Reliability Engineering and System Safety.
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2019Measuring network resilience through connection patterns In: Reliability Engineering and System Safety.
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article3
2008On the asymptotic behaviour of random matrices in a multivariate statistical model In: Statistics & Probability Letters.
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2016Innovation, imitation and policy inaction In: Technological Forecasting and Social Change.
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article1
2015On the coexistence of innovators and imitators In: Technological Forecasting and Social Change.
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article8
2017Civic capital and support for the welfare state In: EERI Research Paper Series.
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2017Civic capital and support for the welfare state.(2017) In: Econometica Working Papers.
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2016Civic capital and support for the welfare state.(2016) In: MPRA Paper.
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2019Civic capital and support for the welfare state.(2019) In: Social Choice and Welfare.
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2017Civic capital and support for the welfare state.(2017) In: EconStor Preprints.
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2019Macro Asset Allocation with Social Impact Investments In: Sustainability.
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article2
2019Rational expectations and stochastic systems In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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paper0
2019Rational expectations and stochastic systems.(2019) In: Post-Print.
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2017Rational expectations and stochastic systems.(2017) In: Documents de travail du Centre d'Economie de la Sorbonne.
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2009Why is the Tax Evasion so Persistent? In: ISAE Working Papers.
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2009A Discrete Model for Patent Valuation In: ISAE Working Papers.
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2007Non parametric Fractional Cointegration Analysis In: ISAE Working Papers.
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2010A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs In: Computational Economics.
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article1
2008A dynamic stochastic model of asset pricing with heterogeneous beliefs.(2008) In: Working Papers.
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2012Illegal finance and usurers behaviour In: European Journal of Law and Economics.
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2015Corruptibility and tax evasion In: European Journal of Law and Economics.
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article0
2012Corruption, growth and ethnic fractionalization: a theoretical model In: Journal of Economics.
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2011Corruption, Growth and Ethnic Fractionalization: a Theoretical Model.(2011) In: CEIS Research Paper.
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2008A stochastic model for financiers In: Working Papers.
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2009Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping In: Working Papers.
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paper0
2009New panel tests to assess inflation persistence In: Working Papers.
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paper1
2010A Disutility-Based Drift Control for Exchange Rates In: Working Papers.
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2010Corruption, growth and ethnolinguistic fractionalization: a theoretical model In: Working Papers.
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2010Roots and Effects of Investments Misperception In: Working Papers.
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2012A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping In: Working Papers.
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2005Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order. In: Economics & Statistics Discussion Papers.
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2005Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes. In: Economics & Statistics Discussion Papers.
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2006Testing for rational bubbles. In: Economics & Statistics Discussion Papers.
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2007Change in persistence tests for panels In: Economics & Statistics Discussion Papers.
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2008Change in persistence tests for panels: An update and some new results In: Economics & Statistics Discussion Papers.
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2009A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case In: Economics & Statistics Discussion Papers.
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2011FDR Control in the Presence of an Unknown Correlation Structure In: Economics & Statistics Discussion Papers.
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2012A copula-based analysis of false discovery rate control under dependence assumptions In: Economics & Statistics Discussion Papers.
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2014A new family of nonexchangeable copulas for positive dependence In: Economics & Statistics Discussion Papers.
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2015Consistent Risk Acceptance Criteria through Networks In: Economics & Statistics Discussion Papers.
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2015Total positivity for a class of non-exchangeable copulas In: Economics & Statistics Discussion Papers.
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2016A Universal Rank-Size Law In: PLOS ONE.
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2017Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials In: PLOS ONE.
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2015Over consumption. A horse race of Bayesian DSGE models In: MPRA Paper.
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2018Does social capital explain the Solow residual? A DSGE approach In: MPRA Paper.
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2016A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption In: Annals of Operations Research.
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2016Forecasting macroeconomic fundamentals in economic crises In: Annals of Operations Research.
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2017A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping In: Annals of Operations Research.
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2020Exploring the financial risk of a temperature index: a fractional integrated approach In: Annals of Operations Research.
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2020The Skew Normal multivariate risk measurement framework In: Computational Management Science.
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2012Financing policies via stochastic control: a dynamic programming approach In: Journal of Global Optimization.
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2016Optimal Investment in Research and Development Under Uncertainty In: Journal of Optimization Theory and Applications.
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2013Roots and effects of financial misperception in a stochastic dominance framework In: Quality & Quantity: International Journal of Methodology.
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2014A quantitative view on policymakers’ goal, institutions and tax evasion In: Quality & Quantity: International Journal of Methodology.
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2015A review of aggregation techniques for agent-based models: understanding the presence of long-term memory In: Quality & Quantity: International Journal of Methodology.
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2015Statistical assessment of regional wealth inequalities: the Italian case In: Quality & Quantity: International Journal of Methodology.
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2019A 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.
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2019Panel stationary tests against changes in persistence In: Statistical Papers.
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2018Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes In: Journal of Applied Statistics.
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2010OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES In: New Mathematics and Natural Computation (NMNC).
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