Roy Cerqueti
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"Sapienza" Università di Roma
/ Dipartimento di Scienze Sociali ed Economiche
Research profile
author of:
- Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions (RePEc:arx:papers:1410.2890)
by Tariq Ahmad Mir & Marcel Ausloos & Roy Cerqueti - Assessing the Inequalities of Wealth in Regions: the Italian Case (RePEc:arx:papers:1410.4922)
by Roy Cerqueti & Marcel Ausloos - Evidence of Economic Regularities and Disparities of Italian Regions From Aggregated Tax Income Size Data (RePEc:arx:papers:1411.7880)
by Roy Cerqueti & Marcel Ausloos - Cross Ranking of Cities and Regions: Population vs. Income (RePEc:arx:papers:1506.02414)
by Roy Cerqueti & Marcel Ausloos - Studies on Regional Wealth Inequalities: the case of Italy (RePEc:arx:papers:1602.05356)
by Marcel Ausloos & Roy Cerqueti - Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law (RePEc:arx:papers:1603.01103)
by Marcel Ausloos & Rosella Castellano & Roy Cerqueti - Allocation of risk capital in a cost cooperative game induced by a modified Expected Shortfall (RePEc:arx:papers:1608.02365)
by Bernardi Mauro & Roy Cerqueti & Arsen Palestini - Data science for assessing possible tax income manipulation: The case of Italy (RePEc:arx:papers:1709.02129)
by Marcel Ausloos & Roy Cerqueti & Tariq A. Mir - Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011 (RePEc:arx:papers:1806.10935)
by Marcel Ausloos & Roy Cerqueti & Tariq A. Mir - Investigating the configurations in cross-shareholding: a joint copula-entropy approach (RePEc:arx:papers:1807.09346)
by Roy Cerqueti & Giulia Rotundo & Marcel Ausloos - SME investment best strategies. Outliers for assessing how to optimize performance (RePEc:arx:papers:1807.09583)
by Marcel Ausloos & Roy Cerqueti & Francesca Bartolacci & Nicola G. Castellano - Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective (RePEc:arx:papers:1808.05893)
by Marcel Ausloos & Francesca Bartolacci & Nicola G. Castellano & Roy Cerqueti - Systemic risk assessment through high order clustering coefficient (RePEc:arx:papers:1810.13250)
by Roy Cerqueti & Gian Paolo Clemente & Rosanna Grassi - Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals (RePEc:arx:papers:2001.02959)
by Roy Cerqueti & Luca De Benedictis & Valerio Leone Sciabolazza - Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (RePEc:arx:papers:2004.11674)
by Roy Cerqueti & Massimiliano Giacalone & Raffaele Mattera - Anxiety for the pandemic and trust in financial markets (RePEc:arx:papers:2008.01649)
by Roy Cerqueti & Valerio Ficcadenti - Simple approaches on how to discover promising strategies for efficient enterprise performance, at time of crisis in the case of SMEs : Voronoi clustering and outlier effects perspective (RePEc:arx:papers:2012.14297)
by Marcel Ausloos & Francesca Bartolacci & Nicola G. Castellano & Roy Cerqueti - Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity (RePEc:bpj:bejtec:v:15:y:2015:i:2:p:433-456:n:2)
by Cerqueti Roy & Ventura Marco - Data science for assessing possible tax income manipulation: The case of Italy (RePEc:eee:chsofr:v:104:y:2017:i:c:p:238-256)
by Ausloos, Marcel & Cerqueti, Roy & Mir, Tariq A. - Regular paths in financial markets: Investigating the Benford's law (RePEc:eee:chsofr:v:107:y:2018:i:c:p:186-194)
by Riccioni, Jessica & Cerqueti, Roy - Tax revenues, fiscal corruption and "shame" costs (RePEc:eee:ecmode:v:26:y:2009:i:6:p:1239-1244)
by Cerqueti, Roy & Coppier, Raffaella - Economic growth, corruption and tax evasion (RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:489-500)
by Cerqueti, Roy & Coppier, Raffaella - Economic growth, corruption and tax evasion (RePEc:eee:ecmode:v:28:y:2011:i:1:p:489-500)
by Cerqueti, Roy & Coppier, Raffaella - The optimal bid/ask spread in a Specialist System (RePEc:eee:ecmode:v:28:y:2011:i:5:p:2247-2253)
by Castellano, Rosella & Cerqueti, Roy - Economic interactions and social tolerance: A dynamic perspective (RePEc:eee:ecolet:v:120:y:2013:i:3:p:458-463)
by Cerqueti, Roy & Correani, Luca & Garofalo, Giuseppe - A Tabu Search heuristic procedure in Markov chain bootstrapping (RePEc:eee:ejores:v:227:y:2013:i:2:p:367-384)
by Cerqueti, Roy & Falbo, Paolo & Guastaroba, Gianfranco & Pelizzari, Cristian - Mean–Variance portfolio selection in presence of infrequently traded stocks (RePEc:eee:ejores:v:234:y:2014:i:2:p:442-449)
by Castellano, Rosella & Cerqueti, Roy - Sustainable management of fossil fuels: A dynamic stochastic optimization approach with jump-diffusion (RePEc:eee:ejores:v:255:y:2016:i:1:p:288-297)
by Castellano, Rosella & Cerqueti, Roy & Spinesi, Luca - Relevant states and memory in Markov chain bootstrapping and simulation (RePEc:eee:ejores:v:256:y:2017:i:1:p:163-177)
by Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian - Long run analysis of crude oil portfolios (RePEc:eee:eneeco:v:79:y:2019:i:c:p:183-205)
by Cerqueti, Roy & Fanelli, Viviana & Rotundo, Giulia - Optimal concession contracts for oil exploitation (RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520306133)
by Cerqueti, Roy & Ventura, Marco - Words ranking and Hirsch index for identifying the core of the hapaxes in political texts (RePEc:eee:infome:v:14:y:2020:i:3:s1751157719303037)
by Ficcadenti, Valerio & Cerqueti, Roy & Ausloos, Marcel & Dhesi, Gurjeet - A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts (RePEc:eee:insuma:v:45:y:2009:i:1:p:59-64)
by Cerqueti, Roy & Foschi, Rachele & Spizzichino, Fabio - Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels (RePEc:eee:jbfina:v:35:y:2011:i:10:p:2598-2605)
by Cerqueti, Roy & Costantini, Mauro - Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data (RePEc:eee:phsmap:v:421:y:2015:i:c:p:187-207)
by Cerqueti, Roy & Ausloos, Marcel - Long-range properties and data validity for hydrogeological time series: The case of the Paglia river (RePEc:eee:phsmap:v:470:y:2017:i:c:p:39-50)
by Ausloos, Marcel & Cerqueti, Roy & Lupi, Claudio - Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence (RePEc:eee:phsmap:v:499:y:2018:i:c:p:436-442)
by Cerqueti, Roy & Fenga, Livio & Ventura, Marco - SME investment best strategies. Outliers for assessing how to optimize performance (RePEc:eee:phsmap:v:509:y:2018:i:c:p:754-765)
by Ausloos, Marcel & Cerqueti, Roy & Bartolacci, Francesca & Castellano, Nicola G. - A Generalized Error Distribution Copula-based method for portfolios risk assessment (RePEc:eee:phsmap:v:524:y:2019:i:c:p:687-695)
by Cerqueti, Roy & Giacalone, Massimiliano & Panarello, Demetrio - Risk measures on networks and expected utility (RePEc:eee:reensy:v:155:y:2016:i:c:p:1-8)
by Cerqueti, Roy & Lupi, Claudio - Measuring network resilience through connection patterns (RePEc:eee:reensy:v:188:y:2019:i:c:p:320-329)
by Cerqueti, Roy & Ferraro, Giovanna & Iovanella, Antonio - On the asymptotic behaviour of random matrices in a multivariate statistical model (RePEc:eee:stapro:v:78:y:2008:i:14:p:2039-2045)
by Cerqueti, Roy & Costantini, Mauro - Innovation, imitation and policy inaction (RePEc:eee:tefoso:v:111:y:2016:i:c:p:22-30)
by Cerqueti, Roy & Quaranta, Anna Grazia & Ventura, Marco - On the coexistence of innovators and imitators (RePEc:eee:tefoso:v:90:y:2015:i:pb:p:487-496)
by Cerqueti, Roy & Tramontana, Fabio & Ventura, Marco - Civic capital and support for the welfare state (RePEc:eei:rpaper:eeri_rp_2017_13)
by Roy Cerqueti & Fabio Sabatini & Marco Ventura - Civic capital and support for the welfare state (RePEc:ent:wpaper:wp65)
by Roy Cerqueti & Fabio Sabatini & Marco Ventura - Macro Asset Allocation with Social Impact Investments (RePEc:gam:jsusta:v:11:y:2019:i:11:p:3140-:d:237010)
by Massimo Biasin & Roy Cerqueti & Emanuela Giacomini & Nicoletta Marinelli & Anna Grazia Quaranta & Luca Riccetti - Rational expectations and stochastic systems (RePEc:hal:cesptp:halshs-01673338)
by Jørgen Vitting Andersen & Roy Cerqueti & Jessica Riccioni - Rational expectations and stochastic systems (RePEc:hal:journl:halshs-01673338)
by Jørgen Vitting Andersen & Roy Cerqueti & Jessica Riccioni - Why is the Tax Evasion so Persistent? (RePEc:isa:wpaper:111)
by Maurizio Bovi & Roy Cerqueti - A Discrete Model for Patent Valuation (RePEc:isa:wpaper:120)
by Roy Cerqueti & Marco Ventura - Non parametric Fractional Cointegration Analysis (RePEc:isa:wpaper:78)
by Mauro Costantini & Roy Cerqueti - A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs (RePEc:kap:compec:v:35:y:2010:i:2:p:165-188)
by Serena Brianzoni & Roy Cerqueti & Elisabetta Michetti - Illegal finance and usurers behaviour (RePEc:kap:ejlwec:v:34:y:2012:i:2:p:265-277)
by Raffaella Barone & Roy Cerqueti & Anna Quaranta - Corruptibility and tax evasion (RePEc:kap:ejlwec:v:39:y:2015:i:2:p:355-373)
by Roy Cerqueti & Raffaella Coppier - Corruption, growth and ethnic fractionalization: a theoretical model (RePEc:kap:jeczfn:v:106:y:2012:i:2:p:153-181)
by Roy Cerqueti & Raffaella Coppier & Gustavo Piga - A stochastic model for financiers (RePEc:mcr:wpdief:wpaper00042)
by Raffaella Barone & Roy Cerqueti & Anna Grazia Quaranta - A dynamic stochastic model of asset pricing with heterogeneous beliefs (RePEc:mcr:wpdief:wpaper00046)
by Serena Brianzoni & Roy Cerqueti, & Elisabetta Michetti - Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping (RePEc:mcr:wpdief:wpaper00053)
by Roy Cerqueti & Paolo Falbo & Cristian Pelizzari - New panel tests to assess inflation persistence (RePEc:mcr:wpdief:wpaper00054)
by Roy Cerqueti & Mauro Costantini & Luciano Gutierrez - A Disutility-Based Drift Control for Exchange Rates (RePEc:mcr:wpdief:wpaper00056)
by Rosella Castellano & Roy Cerqueti & Rita L. D'Ecclesia - Corruption, growth and ethnolinguistic fractionalization: a theoretical model (RePEc:mcr:wpdief:wpaper00057)
by Roy Cerqueti & Raffaella Coppier & Gustavo Piga - Economic growth, corruption and tax evasion (RePEc:mcr:wpdief:wpaper00058)
by Roy Cerqueti & Raffaella Coppier - Roots and Effects of Investments' Misperception (RePEc:mcr:wpdief:wpaper00062)
by Rosella Castellano & Roy Cerqueti - A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping (RePEc:mcr:wpdief:wpaper00067)
by Roy Cerqueti & Paolo Falbo & Cristian Pelizzari & Federica Ricca & Andrea Scozzari - Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order (RePEc:mol:ecsdps:esdp05026)
by Cerqueti, Roy & Costantini, Mauro - Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes (RePEc:mol:ecsdps:esdp05027)
by Cerqueti, Roy & Costantini, Mauro - Testing for rational bubbles (RePEc:mol:ecsdps:esdp06030)
by Cerqueti, Roy & Costantini, Mauro - Change in persistence tests for panels (RePEc:mol:ecsdps:esdp07040)
by Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano - Change in persistence tests for panels: An update and some new results (RePEc:mol:ecsdps:esdp08043)
by Cerqueti, Roy & Costantini, Mauro & Gutierrez, Luciano - A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case (RePEc:mol:ecsdps:esdp09055)
by Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio - FDR Control in the Presence of an Unknown Correlation Structure (RePEc:mol:ecsdps:esdp11059)
by Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio - A copula-based analysis of false discovery rate control under dependence assumptions (RePEc:mol:ecsdps:esdp12065)
by Cerqueti, Roy & Costantini, Mauro & Lupi, Claudio - A new family of nonexchangeable copulas for positive dependence (RePEc:mol:ecsdps:esdp14075)
by Cerqueti, Roy & Lupi, Claudio - Consistent Risk Acceptance Criteria through Networks (RePEc:mol:ecsdps:esdp15076)
by Cerqueti, Roy & Lupi, Claudio - Total positivity for a class of non-exchangeable copulas (RePEc:mol:ecsdps:esdp15077)
by Cerqueti, Roy & Lupi, Claudio - Rational expectations and stochastic systems (RePEc:mse:cesdoc:17060)
by Jørgen Vitting Andersen & Roy Cerqueti & Giulia Rotundo - A Universal Rank-Size Law (RePEc:plo:pone00:0166011)
by Marcel Ausloos & Roy Cerqueti - Assessing the relationship between toxicity and economic cost of oncological target agents: A systematic review of clinical trials (RePEc:plo:pone00:0183639)
by Francesca Tartari & Alessandro Conti & Roy Cerqueti - On the dynamics of innovators and imitators (RePEc:pra:mprapa:38949)
by Cerqueti, Roy & Tramontanta, Fabio & Ventura, Marco - Relevant States and Memory in Markov Chain Bootstrapping and Simulation (RePEc:pra:mprapa:46250)
by Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian - Over consumption. A horse race of Bayesian DSGE models (RePEc:pra:mprapa:66445)
by Argentiero, Amedeo & Bovi, Maurizio & Cerqueti, Roy - Civic capital and support for the welfare state (RePEc:pra:mprapa:71566)
by Cerqueti, Roy & Sabatini, Fabio & Ventura, Marco - Does social capital explain the Solow residual? A DSGE approach (RePEc:pra:mprapa:87100)
by Argentiero, Amedeo & Cerqueti, Roy & Sabatini, Fabio - Corruption, Growth and Ethnic Fractionalization: a Theoretical Model (RePEc:rtv:ceisrp:216)
by Roy Cerqueti & Raffaella Coppier & Gustavo Piga - The Resilience of the Socially Responsible Investment Networks (RePEc:rtv:ceisrp:495)
by Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi - ESG Investing: A Chance To Reduce Systemic Risk (RePEc:rtv:ceisrp:498)
by Roy Cerqueti & Rocco Ciciretti & Ambrogio Dalò & Marco Nicolosi - A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption (RePEc:spr:annopr:v:243:y:2016:i:1:d:10.1007_s10479-014-1567-9)
by Roy Cerqueti & Raffaella Coppier - Forecasting macroeconomic fundamentals in economic crises (RePEc:spr:annopr:v:247:y:2016:i:2:d:10.1007_s10479-015-1879-4)
by Maurizio Bovi & Roy Cerqueti - A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping (RePEc:spr:annopr:v:248:y:2017:i:1:d:10.1007_s10479-016-2181-9)
by Roy Cerqueti & Paolo Falbo & Cristian Pelizzari & Federica Ricca & Andrea Scozzari - Exploring the financial risk of a temperature index: a fractional integrated approach (RePEc:spr:annopr:v:284:y:2020:i:1:d:10.1007_s10479-018-3063-0)
by Rosella Castellano & Roy Cerqueti & Giulia Rotundo - The Skew Normal multivariate risk measurement framework (RePEc:spr:comgts:v:17:y:2020:i:1:d:10.1007_s10287-019-00350-8)
by Mauro Bernardi & Roy Cerqueti & Arsen Palestini - Financing policies via stochastic control: a dynamic programming approach (RePEc:spr:jglopt:v:53:y:2012:i:3:p:539-561)
by Roy Cerqueti - Optimal Investment in Research and Development Under Uncertainty (RePEc:spr:joptap:v:168:y:2016:i:1:d:10.1007_s10957-015-0751-7)
by Roy Cerqueti & Daniele Marazzina & Marco Ventura - Roots and effects of financial misperception in a stochastic dominance framework (RePEc:spr:qualqt:v:47:y:2013:i:6:p:3371-3389)
by Rosella Castellano & Roy Cerqueti - A quantitative view on policymakers’ goal, institutions and tax evasion (RePEc:spr:qualqt:v:48:y:2014:i:3:p:1493-1510)
by Maurizio Bovi & Roy Cerqueti - A review of aggregation techniques for agent-based models: understanding the presence of long-term memory (RePEc:spr:qualqt:v:49:y:2015:i:4:p:1693-1717)
by Roy Cerqueti & Giulia Rotundo - Statistical assessment of regional wealth inequalities: the Italian case (RePEc:spr:qualqt:v:49:y:2015:i:6:p:2307-2323)
by Roy Cerqueti & Marcel Ausloos - Civic capital and support for the welfare state (RePEc:spr:sochwe:v:53:y:2019:i:2:d:10.1007_s00355-019-01185-7)
by Roy Cerqueti & Fabio Sabatini & Marco Ventura - A Network-Based Measure of the Socio-Economic Roots of the Migration Flows (RePEc:spr:soinre:v:146:y:2019:i:1:d:10.1007_s11205-018-1883-6)
by Roy Cerqueti & Gian Paolo Clemente & Rosanna Grassi - Panel stationary tests against changes in persistence (RePEc:spr:stpapr:v:60:y:2019:i:4:d:10.1007_s00362-016-0864-6)
by Roy Cerqueti & Mauro Costantini & Luciano Gutierrez & Joakim Westerlund - Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes (RePEc:taf:japsta:v:45:y:2018:i:12:p:2202-2218)
by Marcel Ausloos & Roy Cerqueti - Options With Underlying Asset Driven By A Fractional Brownian Motion: Crossing Barriers Estimates (RePEc:wsi:nmncxx:v:06:y:2010:i:01:n:s1793005710001633)
by Giulia Rotundo & Roy Cerqueti - Civic capital and support for the welfare state (RePEc:zbw:esprep:171243)
by Cerqueti, Roy & Sabatini, Fabio & Ventura, Marco