Roy Cerqueti : Citation Profile

"Sapienza" Università di Roma

11

H index

16

i10 index

417

Citations

RESEARCH PRODUCTION:

50

Articles

54

Papers

RESEARCH ACTIVITY:

   15 years (2005 - 2020). See details.
   Cites by year: 27
   Journals where Roy Cerqueti has often published
   Relations with other researchers
   Recent citing documents: 55.    Total self citations: 32 (7.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pce67
   Updated: 2025-04-19    RAS profile: 2024-04-27    
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Relations with other researchers

Works with:

nicolosi, marco (2)

ausloos, marcel (2)

Ciciretti, Rocco (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 (33)

Sabatini, Fabio (10)

Lupi, Claudio (8)

Reggiani, Tommaso (6)

Arezzo, Maria Felice (5)

Ventura, Marco (5)

Špalek, Jiří (5)

Piga, Gustavo (5)

Fišar, Miloš (5)

Ciciretti, Rocco (4)

Oancea, Bogdan (4)

Cites to:

ausloos, marcel (77)

Pakes, Ariel (16)

Bai, Jushan (13)

Shleifer, Andrei (13)

Algan, Yann (12)

Cahuc, Pierre (12)

Hommes, Cars (12)

Sapienza, Paola (11)

Guiso, Luigi (11)

Phillips, Peter (11)

Castellano, Rosella (10)

Main data

Where Roy Cerqueti has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications5
Economic Modelling4
European Journal of Operational Research4
Annals of Operations Research4
Quality & Quantity: International Journal of Methodology4
European Journal of Law and Economics2
Reliability Engineering and System Safety2
Technological Forecasting and Social Change2
PLOS ONE2
Chaos, Solitons & Fractals2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org17
Working Papers / Macerata University, Department of Finance and Economic Sciences9
MPRA Paper / University Library of Munich, Germany5
CEIS Research Paper / Tor Vergata University, CEIS3
ISAE Working Papers / ISTAT - Italian National Institute of Statistics - (Rome, ITALY)3

Recent works citing Roy Cerqueti (2025 and 2024)

YearTitle of citing document
2024A hidden Markov model for statistical arbitrage in international crude oil futures markets. (2023). Rotondi, Francesco ; Fontana, Claudio ; Fanelli, Viviana. In: Papers. RePEc:arx:papers:2309.00875.

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2024Anatomy of the chimera: Environmental, Social, and Governance ratings beyond the myth. (2024). Severini, Sabrina ; Lucarelli, Caterina. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:5:p:4198-4217.

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2024Missing the Impact in Impact Investing Research – A Systematic Review and Critical Reflection of the Literature. (2024). Schtzlein, Lena ; Hahn, Rdiger ; Waldner, Carolin ; Schltter, Deike. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:6:p:2694-2718.

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2024Bribery, plant size and size dependent distortions. (2024). Tamkoc, M Nazim. In: Journal of Development Economics. RePEc:eee:deveco:v:171:y:2024:i:c:s030438782400110x.

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2024Can we rest easy under the registration-based IPO reform? Evidence from the Chinese growth enterprise market. (2024). Fu, Weizhong ; Xu, Qifa ; Jiang, Cuixia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:990-1006.

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2024Dimensional traps in evasion models and their effects on industrial structure. (2024). Scaccia, Luisa ; Michetti, Elisabetta ; Coppier, Raffaella. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000038.

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2024ESG ratings and the cost of equity capital in China. (2024). Zhao, YU ; Li, Yunzhong ; Tao, Yunqing ; Ye, Chengfang. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003931.

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2024ESG investment preference and fund vulnerability. (2024). Wang, HU. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005185.

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2024ESG scores and debt costs: Exploring indebtedness, agency costs, and financial system impact. (2024). Meneses, Lilian Lima ; Alves, Carlos Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001728.

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2024Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241.

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2024The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?. (2024). Belkacem, Lotfi ; ben Hamida, Amal ; de Peretti, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004496.

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2024Social responsibility and bank resiliency. (2024). Gehrig, Thomas ; Unger, Stephan ; Iannino, Maria Chiara. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000918.

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2024Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Oxley, Les ; Hou, Yang. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s1572308924000056.

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2024Climate policy uncertainty and bank systemic risk: A creative destruction perspective. (2024). Liu, Yulin ; Wang, Junbo ; Wen, Fenghua ; Wu, Chunchi. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000743.

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2024Exploring multilevel data with deep learning and XAI: The effect of personal-care advertising spending on subjective happiness. (2024). Messner, Wolfgang. In: International Business Review. RePEc:eee:iburev:v:33:y:2024:i:1:s0969593123001038.

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2024Financial development and tax evasion: International evidence from OECD and non-OECD countries. (2024). Yamen, Ahmed ; Elmarzouky, Mahmoud ; Abou-El, Heba ; Allam, Amir. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:57:y:2024:i:c:s1061951824000594.

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2024Blessings or curses? Exploring the impact of digital technology innovation on natural resource utilization efficiency in China. (2024). Dong, Kangyin ; Yang, Senmiao ; Wang, Jianda ; Taghizadeh-Hesary, Farhad. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s030142072400686x.

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2024Dynamics of a stockless market through piecewise smooth models. (2024). Molina-Diaz, Oscar Emilio ; Olivar-Tost, Gerard ; Sotelo-Castelblanco, Deissy Milena. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:226:y:2024:i:c:p:246-269.

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2024Beyond Zipf’s law: Exploring the discrete generalized beta distribution in open-source repositories. (2024). Nowak, Przemysaw ; Santolini, Marc ; Tupikina, Liubov ; Siudem, Grzegorz ; Singh, Chakresh. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:649:y:2024:i:c:s0378437124004369.

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2024Social trust and the support for universal basic income. (2024). Gubello, Michele. In: European Journal of Political Economy. RePEc:eee:poleco:v:81:y:2024:i:c:s0176268023001398.

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2024Resilience analysis of metro stations integrating infrastructures and passengers. (2024). Li, Jing ; Feng, Tao ; Lu, Qing-Chang ; Xu, Peng-Cheng. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:252:y:2024:i:c:s0951832024005398.

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2024Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis. (2024). Wu, You ; Yin, Libo ; Wan, Jieru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:397-428.

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2024The term structure of yield curve and connectedness among ESG investments. (2024). Ruman, Asif M ; Umar, Zaghum ; Iqbal, Najaf ; Jiang, Shaohua. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714.

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2024Do ESG scores affect financial systemic risk? Evidence from European banks and insurers. (2024). Vioto, Davide ; Onorato, Grazia ; Gianfrancesco, Igor ; Curcio, Domenico. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000436.

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2025Examining institutional investor preferences: The influence of ESG ratings on stock holding in Chinas stock market. (2025). Zou, Jin ; Zhong, Xiaoying ; Lu, Xiaoye ; Gong, Chi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004021.

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2025Towards the estimation of ESG ratings: A machine learning approach using balance sheet ratios. (2025). Cini, Federico ; Ferrari, Annalisa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400446x.

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2024Modeling the resilience of interdependent networks: The role of function dependency in metro and bus systems. (2024). Xie, Chi ; Lu, Qing-Chang ; Xu, Peng-Cheng ; Cheong, Taesu. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:179:y:2024:i:c:s0965856423003270.

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2024Advances in risk management: optimum investment portfolios in tanker shipping. (2024). Haralambides, Hercules ; Kuang, Haibo ; Chen, Shuiyang ; Meng, Bin ; Zhang, Xin. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:26:y:2024:i:4:d:10.1057_s41278-024-00292-2.

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2024Crowdfunding Social Ventures: Who Will Reward (or Punish) Hybridity?. (2024). Wry, Tyler ; Hudon, Marek ; Prilleux, Anas ; Aouni, Zineb. In: Entrepreneurship Theory and Practice. RePEc:sae:entthe:v:48:y:2024:i:5:p:1191-1222.

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2025Persistence and Pervasiveness of Tax Evasion: An Evolutionary Analytical Framework. (2025). Lima, Gilberto ; Silveira, Jaylson ; da Silveira, Jaylson Jair ; Torres, Leonardo Barros. In: Working Papers, Department of Economics. RePEc:spa:wpaper:2025wpecon1.

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2025Classes of probability measures built on the properties of Benford’s law. (2025). Maggi, Mario ; Cerqueti, Roy. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:109:y:2025:i:1:d:10.1007_s10182-024-00505-2.

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2024Statistical methods for decision support systems in finance: how Benford’s law predicts financial risk. (2024). Riccioni, Jessica ; Maggi, Mario ; Cerqueti, Roy. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-04742-z.

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2024Clustering networked funded European research activities through rank-size laws. (2024). Mattera, Raffaele ; Cerqueti, Roy ; Iovanella, Antonio. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-023-05321-6.

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2024Testing benford and universal laws on gambling and betting data in Romania. (2024). Cristescu, Marian Pompiliu ; Isaic-Maniu, Alexandru ; Jianu, Ionel ; Brandas, Claudiu ; Herteliu, Claudiu ; Bente, Corneliu. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-023-05739-y.

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2025Past, present, and future of sustainable finance: insights from big data analytics through machine learning of scholarly research. (2025). Mangla, Sachin Kumar ; Lim, Weng Marc ; Kumar, Satish ; Rao, Sandeep ; Sharma, Dipasha. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-021-04410-8.

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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.
[Full Text][Citation analysis]		paper20
2014Assessing the Inequalities of Wealth in Regions: the Italian Case In: Papers.
[Full Text][Citation analysis]		paper0
2014Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data In: Papers.
[Full Text][Citation analysis]		paper18
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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This paper has nother version. Agregated cites: 18		article
2015Cross Ranking of Cities and Regions: Population vs. Income In: Papers.
[Full Text][Citation analysis]		paper4
2016Studies on Regional Wealth Inequalities: the case of Italy In: Papers.
[Full Text][Citation analysis]		paper1
2016Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benfords Law In: Papers.
[Full Text][Citation analysis]		paper10
2016Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall In: Papers.
[Full Text][Citation analysis]		paper0
2017Data science for assessing possible tax income manipulation: The case of Italy In: Papers.
[Full Text][Citation analysis]		paper10
2017Data science for assessing possible tax income manipulation: The case of Italy.(2017) In: Chaos, Solitons & Fractals.
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This paper has nother version. Agregated cites: 10		article
2018Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 In: Papers.
[Full Text][Citation analysis]		paper0
2018Investigating the configurations in cross-shareholding: a joint copula-entropy approach In: Papers.
[Full Text][Citation analysis]		paper9
2018SME investment best strategies. Outliers for assessing how to optimize performance In: Papers.
[Full Text][Citation analysis]		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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This paper has nother version. Agregated cites: 1		article
2018Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective In: Papers.
[Full Text][Citation analysis]		paper8
2020Systemic risk assessment through high order clustering coefficient In: Papers.
[Full Text][Citation analysis]		paper7
2020Segregation with Social Linkages: Evaluating Schellings Model with Networked Individuals In: Papers.
[Full Text][Citation analysis]		paper0
2020Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling In: Papers.
[Full Text][Citation analysis]		paper25
2020Anxiety for the pandemic and trust in financial markets In: Papers.
[Full Text][Citation analysis]		paper0
2020Simple 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 In: Papers.
[Full Text][Citation analysis]		paper0
2015Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity In: The B.E. Journal of Theoretical Economics.
[Full Text][Citation analysis]		article1
2018Regular paths in financial markets: Investigating the Benfords law In: Chaos, Solitons & Fractals.
[Full Text][Citation analysis]		article11
2009Tax revenues, fiscal corruption and shame costs In: Economic Modelling.
[Full Text][Citation analysis]		article10
2011Economic growth, corruption and tax evasion In: Economic Modelling.
[Full Text][Citation analysis]		article27
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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This paper has nother version. Agregated cites: 27		paper
2011The optimal bid/ask spread in a Specialist System In: Economic Modelling.
[Full Text][Citation analysis]		article2
2013Economic interactions and social tolerance: A dynamic perspective In: Economics Letters.
[Full Text][Citation analysis]		article11
2013A Tabu Search heuristic procedure in Markov chain bootstrapping In: European Journal of Operational Research.
[Full Text][Citation analysis]		article1
2014Mean–Variance portfolio selection in presence of infrequently traded stocks In: European Journal of Operational Research.
[Full Text][Citation analysis]		article8
2016Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2017Relevant states and memory in Markov chain bootstrapping and simulation In: European Journal of Operational Research.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article4
2020Optimal concession contracts for oil exploitation In: Energy Policy.
[Full Text][Citation analysis]		article3
2020Words ranking and Hirsch index for identifying the core of the hapaxes in political texts In: Journal of Informetrics.
[Full Text][Citation analysis]		article4
2009A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts In: Insurance: Mathematics and Economics.
[Full Text][Citation analysis]		article3
2011Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2017Long-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]		article8
2018Does 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]		article7
2019A Generalized Error Distribution Copula-based method for portfolios risk assessment In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article7
2016Risk measures on networks and expected utility In: Reliability Engineering and System Safety.
[Full Text][Citation analysis]		article1
2019Measuring network resilience through connection patterns In: Reliability Engineering and System Safety.
[Full Text][Citation analysis]		article13
2008On the asymptotic behaviour of random matrices in a multivariate statistical model In: Statistics & Probability Letters.
[Full Text][Citation analysis]		article0
2016Innovation, imitation and policy inaction In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article2
2015On the coexistence of innovators and imitators In: Technological Forecasting and Social Change.
[Full Text][Citation analysis]		article10
2017Civic capital and support for the welfare state In: EERI Research Paper Series.
[Full Text][Citation analysis]		paper16
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.
[Full Text][Citation analysis]		article9
2019Rational expectations and stochastic systems In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]		paper0
2019Rational expectations and stochastic systems.(2019) In: Post-Print.
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2019Rational expectations and stochastic systems.(2019) 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.
[Full Text][Citation analysis]		paper0
2009A Discrete Model for Patent Valuation In: ISAE Working Papers.
[Full Text][Citation analysis]		paper0
2007Non parametric Fractional Cointegration Analysis In: ISAE Working Papers.
[Full Text][Citation analysis]		paper0
2010A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs In: Computational Economics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article4
2015Corruptibility and tax evasion In: European Journal of Law and Economics.
[Full Text][Citation analysis]		article1
2012Corruption, growth and ethnic fractionalization: a theoretical model In: Journal of Economics.
[Full Text][Citation analysis]		article11
2011Corruption, Growth and Ethnic Fractionalization: a Theoretical Model.(2011) In: CEIS Research Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2008A stochastic model for financiers In: Working Papers.
[Full Text][Citation analysis]		paper0
2009Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping In: Working Papers.
[Full Text][Citation analysis]		paper0
2009New panel tests to assess inflation persistence In: Working Papers.
[Full Text][Citation analysis]		paper1
2010A Disutility-Based Drift Control for Exchange Rates In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Corruption, growth and ethnolinguistic fractionalization: a theoretical model In: Working Papers.
[Full Text][Citation analysis]		paper4
2010Roots and Effects of Investments Misperception In: Working Papers.
[Full Text][Citation analysis]		paper0
2012A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping In: Working Papers.
[Full Text][Citation analysis]		paper0
2005Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order. In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2005Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes. In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2006Testing for rational bubbles. In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper1
2007Change in persistence tests for panels In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2008Change in persistence tests for panels: An update and some new results In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2009A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2011FDR Control in the Presence of an Unknown Correlation Structure In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2012A copula-based analysis of false discovery rate control under dependence assumptions In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper1
2014A new family of nonexchangeable copulas for positive dependence In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Consistent Risk Acceptance Criteria through Networks In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2015Total positivity for a class of non-exchangeable copulas In: Economics & Statistics Discussion Papers.
[Full Text][Citation analysis]		paper0
2016A Universal Rank-Size Law In: PLOS ONE.
[Full Text][Citation analysis]		article12
2017Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials In: PLOS ONE.
[Full Text][Citation analysis]		article0
2012On the dynamics of innovators and imitators In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2015Over consumption. A horse race of Bayesian DSGE models In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2018Does social capital explain the Solow residual? A DSGE approach In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2020The Resilience of the Socially Responsible Investment Networks In: CEIS Research Paper.
[Full Text][Citation analysis]		paper1
2020ESG Investing: A Chance To Reduce Systemic Risk In: CEIS Research Paper.
[Full Text][Citation analysis]		paper58
2016A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption In: Annals of Operations Research.
[Full Text][Citation analysis]		article1
2016Forecasting macroeconomic fundamentals in economic crises In: Annals of Operations Research.
[Full Text][Citation analysis]		article5
2017A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
2020Exploring the financial risk of a temperature index: a fractional integrated approach In: Annals of Operations Research.
[Full Text][Citation analysis]		article3
2020The Skew Normal multivariate risk measurement framework In: Computational Management Science.
[Full Text][Citation analysis]		article1
2012Financing policies via stochastic control: a dynamic programming approach In: Journal of Global Optimization.
[Full Text][Citation analysis]		article1
2016Optimal Investment in Research and Development Under Uncertainty In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]		article3
2013Roots and effects of financial misperception in a stochastic dominance framework In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article4
2014A quantitative view on policymakers’ goal, institutions and tax evasion In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article1
2015A 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]		article1
2015Statistical assessment of regional wealth inequalities: the Italian case In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article8
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.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]		article1
2010OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES In: New Mathematics and Natural Computation (NMNC).
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