Roy Cerqueti

Roy Cerqueti

Professore di ruolo - II fascia / Metodi matematici dell'economia e delle scienze attuariali e finanziarie (SECS-S/06)
  • Tel. interno (+39) 0733 258 3246
  • E-mail roy.cerqueti@unimc.it
Dipartimento di Economia e Diritto
 
Informazione non pervenuta
  • 2017 Ficcadenti, Valerio, Cerqueti, Roy, Earthquakes economic costs through rank-size laws in JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT; Online First; Philadelfia, IOP Science; pp. 1 - 27 (ISSN: 1742-5468)
    01.01 Articolo in Rivista » scheda U-PAD
  • 2017 Cerqueti, Roy, De Santis, Emilio, Stochastic Ising model with flipping sets of spins and fast decreasing temperature in ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES; Online first; Bethesda, Institute of Mathematical Statistics; pp. 1 - 32 (ISSN: 0246-0203)
    01.01 Articolo in Rivista » scheda U-PAD
  • 2017 Ausloos, Marcel, Bartolacci, Francesca, Castellano, Nicola Giuseppe, Cerqueti, Roy, Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective in TECHNOLOGY ANALYSIS & STRATEGIC MANAGEMENT; Online First; Londra, Routledge; pp. 1 - 13 (ISSN: 1465-3990)
    01.01 Articolo in Rivista » scheda U-PAD
  • 2017 Francesca, Bartolacci, Roy, Cerqueti, Antonella, Paolini, Michela, Soverchia, Assessing efficiency to support waste management companies' strategies in Sardinia 2017. Full Symposium Proceedings; Padova, Cisa Publisher; pp. 1 - 8 (ISBN: 978-88-6265-010-6) [» web resource]
    04.01 Contributo in atti di convegno » scheda U-PAD
  • 2016 Cerqueti, Roy, Falbo, Paolo, Pelizzari, Cristian, Relevant States and Memory in Markov Chain Bootstrapping and Simulation in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH; Online First; Amsterdam, Elsevier BV; pp. 1 - 15 (ISSN: 0377-2217)
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  • 2016 Cerqueti, Roy, Marazzina, Daniele, Ventura, Marco, Optimal Investment in Research and Development Under Uncertainty in JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS; 168(1); New York, Springer; pp. 296 - 309 (ISSN: 1573-2878)
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  • 2016 Argentiero, Amedeo, Bovi, Maurizio, Cerqueti, Roy, Bayesian Estimation and Entropy for Economic Dynamic Stochastic Models: An Exploration of Overconsumption in CHAOS, SOLITONS AND FRACTALS; 88; Oxford, Elsevier Science Limited; pp. 143 - 157 (ISSN: 0960-0779)
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  • 2016 Cerqueti, Roy, Falbo, Paolo, Pelizzari, Cristian, Ricca, Federica, Scozzari, Andrea, A Mixed Integer Linear Program to Compress Transition Probability Matrices in Markov Chain Bootstrapping in ANNALS OF OPERATIONS RESEARCH; Online First; Amsterdam, Kluwer Academic Publisher; pp. 1 - 25 (ISSN: 0254-5330)
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  • 2016 Cerqueti, Roy, Ausloos, Marcel, A universal rank-size law in PLOS ONE; 11(11), e0166011; San Francisco, Public Library of Science; pp. 1 - 15 (ISSN: 1932-6203)
    01.01 Articolo in Rivista » scheda U-PAD
  • 2016 Cerqueti, Roy, Ausloos, Marcel, Studies on Regional Wealth Inequalities: the Case of Italy in ACTA PHYSICA POLONICA A; 129(5); Varsavia, Institute of Physics of the Polish Academy of Sciences; pp. 959 - 964 (ISSN: 0587-4246)
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  • 2016 Cerqueti, Roy, Costantini, Mauro, Gutierrez, Luciano, Westerlund, Joakim, Panel stationary tests against changes in persistence in STATISTICAL PAPERS; Online first; Heidelberg, Springer Verlag; pp. 1 - 22 (ISSN: 0932-5026)
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  • 2016 Castellano, Rosella, Cerqueti, Roy, A Theory of Misperception in a Stochastic Dominance Framework and its Application to Structured Financial Products in IMA JOURNAL OF MANAGEMENT MATHEMATICS; Online First; Oxford, Oxford University Press; pp. 1 - 15 (ISSN: 1471-678X)
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  • 2016 Cerqueti, Roy, Lupi, Claudio, Non exchangeable copulas and multivariate total positivity in INFORMATION SCIENCES; 360; New York, Elsevier Science Incorporated; pp. 163 - 169 (ISSN: 0020-0255)
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  • 2016 Cerqueti, Roy, Lupi, Claudio, Risk Measures on Networks and Expected Utility in RELIABILITY ENGINEERING & SYSTEM SAFETY; 155; Oxford, Elsevier Applied Science; pp. 1 - 8 (ISSN: 0951-8320)
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  • 2016 Ausloos, Marcel, Castellano, Rosella, Cerqueti, Roy, Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law in CHAOS, SOLITONS AND FRACTALS; 90; Oxford, Elsevier Science Limited; pp. 8 - 17 (ISSN: 0960-0779)
    01.01 Articolo in Rivista » scheda U-PAD
  • 2016 Cerqueti, Roy, Falbo, Paolo, Pelizzari, Cristian, Ricca, Federica, Scozzari, Andrea, A Mixed Integer Linear Program to Compress Transition Probability Matrices in Markov Chain Bootstrapping in ANNALS OF OPERATIONS RESEARCH; Online First; Dodrecht, Kluwer Academic Publishers; pp. 1 - 25 (ISSN: 0254-5330)
    01.01 Articolo in Rivista » scheda U-PAD
  • 2016 Cerqueti, Roy, Coppier, Raffaella, A Game for Exploring Political and Bureaucratic Corruption in IMA JOURNAL OF MANAGEMENT MATHEMATICS; Online first; Oxford, Oxford University Press; pp. 1 - 23 (ISSN: 1471-678X)
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  • 2016 Cerqueti, Roy, Coppier, Raffaella, Optimization Problems in Encyclopedia of Law and Economics; New York, Springer Science Business Media; pp. 1 - 4 (ISBN: 978-1-4614-7883-6) [» web resource]
    02.04 Voce (in dizionario o enciclopedia) » scheda U-PAD
  • 2016 Ausloos, Marcel, Cerqueti, Roy, Lupi, Claudio, Long-range properties and data validity for hydrogeological time series: The case of the Paglia river in PHYSICA. A; Online First; Amsterdam, Elsevier; pp. 1 - 12 (ISSN: 0378-4371)
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  • 2016 Castellano, Rosella, Cerqueti, Roy, Spinesi, Luca, Sustainable Management of Fossil Fuels: A Dynamic Stochastic Optimization Approach with Jump-Diffusion in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH; 255(1); Amsterdam, Elsevier BV; pp. 288 - 297 (ISSN: 0377-2217)
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  • 2016 Cerqueti, Roy, Quaranta, Anna Grazia, Ventura, Marco, Innovation, Imitation and Policy Inaction in TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE; 111 - Issue C; New York, Elsevier Science Incorporated; pp. 22 - 30 (ISSN: 0040-1625)
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  • 2016 Cerqueti, Roy, Coppier, Raffaella, Corruption, evasion and environmental policy: a game theory approach in IMA JOURNAL OF MANAGEMENT MATHEMATICS; 27(2); Oxford, Oxford University Press; pp. 235 - 253 (ISSN: 1471-6798) [» web resource]
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  • 2016 Ausloos, Marcel, Cerqueti, Roy, Religion-based Urbanization Process in Italy: Statistical Evidence from Demographic and Economic Data in QUALITY AND QUANTITY; 50(4); New York, Springer; pp. 1539 - 1565 (ISSN: 1573-7845)
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  • 2016 R. Cerqueti, R. Coppier, A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption in ANNALS OF OPERATIONS RESEARCH; 243(1); Dodrecht, --Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers; pp. 71 - 87 (ISSN: 1572-9338)
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  • 2016 Bovi, Maurizio, Cerqueti, Roy, Forecasting Macroeconomic Fundamentals in Economic Crises in ANNALS OF OPERATIONS RESEARCH; 247; New York, Springer; pp. 451 - 469 (ISSN: 1572-9338)
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  • 2015 Cerqueti, Roy, Falbo, Paolo, Guastaroba, Gianfranco, Pelizzari, Cristian, Approximating Markov Chains for Bootstrapping and Simulation in Stochastic Models, Statistics and Their Applications; 122; Amsterdam, Springer; pp. 371 - 379 (ISBN: 978-3-319-13880-0,978-3-319-13881-7)
    02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD
  • 2015 R. Cerqueti, F. Spizzichino, Signatures of systems with non-exchangeable lifetimes: some implications in the analysis of financial risk in Theory and Practice of Risk Assessment - Springer Proceedings in Mathematics & Statistics; Amsterdam, --Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers; pp. 361 - 376 (ISBN: 978-3-319-18028-1)
    02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD
  • 2015 Bartolacci, F., Castellano, N. G., Cerqueti, R., The impact of innovation on companies’ performance: an entropy-based analysis of the STAR market segment of the Italian Stock Exchange in TECHNOLOGY ANALYSIS & STRATEGIC MANAGEMENT; 27 (1); London, Routledge; pp. 102 - 123 (ISSN: 0953-7325) [» web resource]
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  • 2015 Roy Cerqueti, Raffaella Coppier, Corruptibility and Tax Evasion in EUROPEAN JOURNAL OF LAW AND ECONOMICS; 39(2); Amsterdam, --Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers; pp. 355 - 373 (ISSN: 0929-1261)
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  • 2015 R. Cerqueti, G. Rotundo, A review of aggregation techniques for agent-based models: understanding the presence of long-term memory in QUALITY AND QUANTITY; 49(4); Dodrecht, --Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers; pp. 1693 - 1717 (ISSN: 1573-7845)
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  • 2015 R. Cerqueti, M. Ausloos, Statistical Assessment of Regional Wealth Inequalities: the Italian Case in QUALITY AND QUANTITY; 49(6); Dodrecht, Dordrecht: SPRINGER Dordrecht ; London ; Boston : Kluwer Academic : Reidel; pp. 2307 - 2323 (ISSN: 1573-7845)
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  • 2015 R. Cerqueti, F. Tramontana, M. Ventura, On the coexistence of innovators and imitators in TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE; 90; New York, ELSEVIER LTD; pp. 487 - 496 (ISSN: 0040-1625)
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  • 2015 R. Cerqueti, M. Ventura, Risk and Uncertainty in the Patent Race: a Probabilistic Model in IMA JOURNAL OF MANAGEMENT MATHEMATICS; 26(1); Oxford, Oxford University Press; pp. 39 - 62 (ISSN: 1471-6798)
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  • 2015 Cerqueti, Roy, Ausloos, Marcel, Cross Ranking of Cities and Regions: Population vs. Income in JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT; 07(P07002); Bristol, IOP Publishing; pp. 1 - 28 (ISSN: 1742-5468)
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  • 2015 Cerqueti, Roy, Falbo, Paolo, Guastaroba, Gianfranco, Pelizzari, Cristian, Approximating multivariate Markov chains for bootstrapping through contiguous partitions in OR SPECTRUM; 37; Heidelberg, Springer; pp. 803 - 841 (ISSN: 1436-6304)
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  • 2015 R. Cerqueti, M. Ausloos, Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data in PHYSICA. A; 421; Amsterdam, ELSEVIER; pp. 187 - 207 (ISSN: 0378-4371)
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  • 2015 Cerqueti, Roy, Ausloos, Marcel, Socio-economical analysis of Italy: The case of hagiotoponym cities in SOCIAL SCIENCE JOURNAL; Online First; New York, Elsevier; pp. 1 - 4 (ISSN: 0362-3319)
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  • 2015 R. Cerqueti, M. Ventura, Patent Valuation under Spatial Point Processes with Delayed and Decreasing Jump Intensity in THE B.E. JOURNAL OF THEORETICAL ECONOMICS; 15(2); Berlino, De Gruyter; pp. 1 - 24 (ISSN: 1935-1704) [» web resource]
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  • 2015 Castellano, Rosella, Cerqueti, Roy, Sustainability and ethic view of the future generations in Lo sviluppo sostenibile del territorio; Macerata, EUM; pp. 281 - 288 (ISBN: 978-88-6056-464-1)
    02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD
  • 2014 R. Cerqueti, Polymorphic Crisis- Readings on the Great Recession of the 21st century Macerata, CENTRO EDIZIONI UNIVERSITA' DI MACERATA - EUM; pp. 1 - 448 (ISBN: 9788860564108) [» web resource]
    06.01 Curatele » scheda U-PAD
  • 2014 R. Cerqueti, F. Sarnari, Symmetries of systems with spatially bounded domains in JOURNAL OF ADVANCED RESEARCH IN DYNAMICAL AND CONTROL SYSTEMS; 6(1); Irvine, Institute of Advanced Scientific Research; pp. 11 - 25 (ISSN: 1943-023X)
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  • 2014 R. Castellano, R. Cerqueti, R.L. D'Ecclesia, A Disutility-Based Drift Control for Exchange Rates in OPTIMIZATION; 63; London, Routledge Taylor & Francis Group; pp. 255 - 269 (ISSN: 0233-1934) [» web resource]
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  • 2014 R. Cerqueti, Exhaustion of Resources: a Marked Temporal Process Framework in STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT; 28(4); new york, -LONDON, ENGLAND: ACADEMIC PRESS LTD ELSEVIER SCIENCE LTD, -London; New York: Academic Press.; pp. 1023 - 1033 (ISSN: 1436-3240)
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  • 2014 Castellano R., Cerqueti R., Mean-variance portfolio selection in presence of unfrequently traded stocks in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH; 234; Amsterdam, Elsevier; pp. 442 - 449 (ISSN: 0377-2217)
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  • 2014 Maurizio Bovi, Roy Cerqueti, A quantitative view on policymakers’ goal, institutions and tax evasion in QUALITY AND QUANTITY; 48; Amsterdam, --Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers; pp. 1493 - 1510 (ISSN: 1573-7845)
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  • 2014 R. Cerqueti, A multidisciplinary view of the financial crisis: some introductory words in Polymorphic Crisis - Readings on the Great Recession of the 21st century; Macerata, CENTRO EDIZIONI UNIVERSITA' DI MACERATA - EUM; pp. 9 - 14 (ISBN: 9788860564108)
    02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD
  • 2014 T.A. Mir, M. Ausloos, R. Cerqueti, Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions in EUROPEAN PHYSICAL JOURNAL. B, CONDENSED MATTER AND COMPLEX SYSTEMS; 87: 261; Orsay, EDP Sciences; pp. 1 - 9 (ISSN: 1434-6036) [» web resource]
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  • 2013 R. Castellano, R. Cerqueti, Roots and Effects of Financial Misperception in a Stochastic Dominance Framework in QUALITY AND QUANTITY; 47(6); Amsterdam, --Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers; pp. 3371 - 3389 (ISSN: 1573-7845) [» web resource]
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  • 2013 Roy Cerqueti, Luca Correani, Giuseppe Garofalo, Economic interactions and social tolerance: A dynamic perspective in ECONOMICS LETTERS; 120(3); New York, -LONDON, ENGLAND: ACADEMIC PRESS LTD ELSEVIER SCIENCE LTD, -London; New York: Academic Press.; pp. 458 - 463 (ISSN: 0165-1765)
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  • 2013 R. Cerqueti, Il ruolo della pioggia nella finanza moderna in L'acqua: diritto per tutti o profitto per pochi?; Macerata, Macerata : EUM - Edizioni Università di Macerata; pp. 117 - 124 (ISBN: 9788860563651)
    02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD
  • 2013 R. Cerqueti, M. Costantini, New results on the convergence of random matrices in STATISTICS; 47(4); Abingdon - Oxford, Abingdon : Taylor and Francis, 2007-; pp. 663 - 671 (ISSN: 0233-1888)
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  • 2013 R. Cerqueti, P. Falbo, G. Guastaroba, C. Pelizzari, A Tabu Search Heuristic Procedure in Markov Chain Bootstrapping in EUROPEAN JOURNAL OF OPERATIONAL RESEARCH; 227(2); New York, ELSEVIER LTD; pp. 367 - 384 (ISSN: 0377-2217)
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  • 2013 R. CERQUETI, FABIO SPIZZICHINO, Extension of dependence properties to semi-copulas and applications to the mean–variance model in FUZZY SETS AND SYSTEMS; 220; New York, -LONDON, ENGLAND: ACADEMIC PRESS LTD ELSEVIER SCIENCE LTD, -London; New York: Academic Press.; pp. 99 - 108 (ISSN: 0165-0114)
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  • 2012 F. Bartolacci, N.G. Castellano, R. Cerqueti, The Impact of Innovation on the Italian Listed Companies’ Performance in Eighteenth International Working Seminar on Production Economics;
    04.01 Contributo in atti di convegno » scheda U-PAD
  • 2012 R. Cerqueti, L'evitabilità dell'estinzione di una risorsa naturale in Oikos: la radice comune di economia e di ecologia; Macerata, EUM; pp. 19 - 28 (ISBN: 9788860563118)
    02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD
  • 2012 R. Barone, R. Cerqueti, A.G. Quaranta, Illegal finance and usurers behavior in EUROPEAN JOURNAL OF LAW AND ECONOMICS; 34(2); Dordrecht, --Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers; pp. 265 - 277 (ISSN: 0929-1261)
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  • 2012 R. Cerqueti, G. Rotundo, The Role of Diversity in Persistence Aggregation in INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS; 27(2); Hoboken, John Wiley & Sons Incorporated:Customer Service; pp. 176 - 187 (ISSN: 1098-111X)
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  • 2012 R. Cerqueti, Financing policies via stochastic control: a dynamic programming approach in JOURNAL OF GLOBAL OPTIMIZATION; 53; Dordrecht, --Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers; pp. 539 - 561 (ISSN: 0925-5001)
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  • 2012 R. Castellano, R. Cerqueti, Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach in APPLIED MATHEMATICS AND COMPUTATION; 218; Amsterdam, Elsevier; pp. 6887 - 6898 (ISSN: 0096-3003) [» web resource]
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  • 2012 R. Cerqueti, A.G. Quaranta, The perspective of a bank in granting credits: an optimization model in OPTIMIZATION LETTERS; 6; Dordrecht, --Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers; pp. 867 - 882 (ISSN: 1862-4472)
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  • 2012 R. Cerqueti, R. Coppier, G. Piga, Corruption, growth and ethnolinguistic fractionalization: a theoretical game model in JOURNAL OF ECONOMICS; 106; Dordrecht, --Netherlands: Springer Netherlands -Dordrecht Netherlands:Kluwer Academic Publishers; pp. 153 - 181 (ISSN: 0931-8658)
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  • 2011 R. Cerqueti, Laghi poco profondi: un modello matematico di interazione tra economia e inquinamento in Economia, Ambiente e Società; Macerata, EUM; pp. 49 - 54 (ISBN: 9788860562630)
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  • 2011 R. Cerqueti, M. Costantini, Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels in JOURNAL OF BANKING & FINANCE; 35; New York, -LONDON, ENGLAND: ACADEMIC PRESS LTD ELSEVIER SCIENCE LTD, -London; New York: Academic Press.; pp. 2598 - 2605 (ISSN: 0378-4266)
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  • 2011 M. Bovi, R. Cerqueti, WHY IS THE TAX EVASION SO PERSISTENT? in Progress in Economics; Volume 24; Nova Science Publishers, Inc.; pp. 173 - 184 (ISBN: 9781613246436)
    02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD
  • 2011 R. Cerqueti, R. Coppier, Economic growth, corruption and tax evasion in ECONOMIC MODELLING; 28(1-2); New York, ELSEVIER LTD; pp. 489 - 500 (ISSN: 0264-9993)
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  • 2011 R. Castellano, R. Cerqueti, The optimal bid/ask spread in a Specialist System in ECONOMIC MODELLING; 28; Amsterdam, Elsevier; pp. 2247 - 2253 (ISSN: 0264-9993) [» web resource]
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  • 2010 R. CERQUETI, ROTUNDO G, Options with underlying asset driven by a fractional brownian motion: crossing barriers estimate in NEW MATHEMATICS AND NATURAL COMPUTATION (NMNC); 6(1); Singapore, Pubblicata WORLD SCIENTIFIC PUBL CO PTE LTD, JOURNAL DEPT PO BOX 128 FARRER ROAD, SINGAPORE, SINGAPORE, 912805; pp. 109 - 118 (ISSN: 1793-0057)
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  • 2010 R. CERQUETI, ROTUNDO G, Memory property in heterogeneously populated markets in Studies in Fuzziness and Soft Computing; 257; Springer; pp. 53 - 67 (ISBN: 978-3-642-15975-6)
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  • 2010 S. BRIANZONI, R. CERQUETI, E. MICHETTI, A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs in COMPUTATIONAL ECONOMICS; 35(2); New York, Springer; pp. 165 - 188 (ISSN: 0927-7099)
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  • 2010 R. CASTELLANO, R. CERQUETI, Light Stocks and Wealth Allocation in 24th Mini EURO Conference On Continuous Optimization and Information-Based Technologies in The Financial Sector - MEC EurOPT 2010: Selected Papers; 1; VILNIUS, Vilnius "Technika" 2010; pp. 1 - 4 (ISBN: 9789955285984)
    04.01 Contributo in atti di convegno » scheda U-PAD
  • 2010 R. CERQUETI, ROTUNDO G, Firms clustering in presence of technological renewal processes in Nonlinear Economic Dynamics; NEW YORK, Nova Science Publishers Inc.; pp. 135 - 145 (ISBN: 9781616687885)
    02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD
  • 2010 R. CERQUETI, COSTANTINI M, Some Nonparametric Asymptotic Results for a Class of Stochastic Processes in COMMUNICATIONS IN STATISTICS. THEORY AND METHODS; 39; Abingdon - Oxford, -ABINGDON, ENGLAND: TAYLOR & FRANCIS LTD -Modena: Mucchi Editore; pp. 1 - 9 (ISSN: 0361-0926)
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  • 2009 R. COPPIER, CERQUETI R, PIGA G, Corruption, growth and ethnolinguistic fractionalization:a theoretical model in Quaderni del Dipartimento di Istituzioni Economiche e Finanziarie, Università di Macerata.; 57; pp. 1 - 24
    07.01 Altro » scheda U-PAD
  • 2009 R. CERQUETI, COSTANTINI M, Asymptotic solutions of a generalized eigenvalue problem in APPLIED MATHEMATICAL SCIENCES; 3(60); Ruse, Hikari Ltd; pp. 2985 - 2999 (ISSN: 1312-885X)
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  • 2009 R. CERQUETI, ROTUNDO G, Companies' decisions for profit maximization: A structural model in APPLIED MATHEMATICAL SCIENCES; 3(27); Ruse, Hikari Ltd; pp. 1327 - 1340 (ISSN: 1312-885X)
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  • 2009 R. CERQUETI, FOSCHI R, SPIZZICHINO F, A Spatial Mixed Poisson Framework for Combination of Excess of Loss and Proportional Reinsurance Contracts in INSURANCE MATHEMATICS & ECONOMICS; 45; New York, -LONDON, ENGLAND: ACADEMIC PRESS LTD ELSEVIER SCIENCE LTD, -London; New York: Academic Press.; pp. 59 - 64 (ISSN: 0167-6687)
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  • 2009 BOVI M, R. CERQUETI, Why is the Tax Evasion so Persistent? in ISAE Working Papers; 111; pp. 1 - 20
    07.01 Altro » scheda U-PAD
  • 2009 R. CERQUETI, COSTANTINI M, LUPI C, A Characterization of the Dickey-Fuller Distribution With Some Extensions to the Multivariate Case in JSM Proceedings, Business and Economic Statistics Section.; ALEXANDRIA, VA, American Statistical Association; pp. 4570 - 4576 (ISBN: 9780979174773)
    04.01 Contributo in atti di convegno » scheda U-PAD
  • 2009 R. CERQUETI, COSTANTINI M, GUTIERREZ L, New panel tests to assess inflation persistence in Working Papers - Macerata University, Department of Finance and Economic Sciences,; 54; pp. 1 - 35
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  • 2009 R. CERQUETI, Dynamic Programming via Measurable Selection in PACIFIC JOURNAL OF OPTIMIZATION; 5(1); Yokohama, Yokohama Publisher; pp. 169 - 181 (ISSN: 1348-9151)
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  • 2009 R. CERQUETI, R. COPPIER, Tax revenues, fiscal corruption and "shame" costs in ECONOMIC MODELLING; 26(6); New York, Elsevier; pp. 1239 - 1244 (ISSN: 0264-9993)
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  • 2009 R. CERQUETI, FALBO P, PELIZZARI C, Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping in Working Paper - Macerata University, Department of Finance and Economic Sciences; 53; pp. 1 - 43
    07.01 Altro » scheda U-PAD
  • 2009 R. CERQUETI, COSTANTINI M, LUPI C, A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case in Economics & Statistics Discussion Papers University of Molise, Dept. SEGeS.; 09055; pp. 1 - 8
    07.01 Altro » scheda U-PAD
  • 2008 R. CERQUETI, ROTUNDO G, Dynamics of financial time series in an inhomogeneous framework in Mathematical and Statistical Methods in Insurance and Finance; Springer-Verlag; pp. 67 - 74 (ISBN: 9788847007031)
    02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD
  • 2008 CASTELLANO R, R. CERQUETI, D'ECCLESIA R, A Disutility-Based Drift Control for Exchange Rates pp. 1 - 29
    07.01 Altro » scheda U-PAD
  • 2008 S. BRIANZONI, R. CERQUETI, E. MICHETTI, A Dynamic Stochastic Asset Pricing Model with Heterogeneous Agents in atti del XXXII convegno AMASES; pp. 1 - 4
    04.01 Contributo in atti di convegno » scheda U-PAD
  • 2008 R. CERQUETI, COSTANTINI M, On the asymptotic behaviour of random matrices in a multivariate statistical model in STATISTICS & PROBABILITY LETTERS; 78(14); New York, -LONDON, ENGLAND: ACADEMIC PRESS LTD ELSEVIER SCIENCE LTD, -London; New York: Academic Press.; pp. 2039 - 2045 (ISSN: 0167-7152)
    01.01 Articolo in Rivista » scheda U-PAD
  • 2008 R. CERQUETI, COSTANTINI M, GUTIERREZ L, Change in persistence tests for panels: An update and some new results pp. 1 - 35
    07.01 Altro » scheda U-PAD
  • 2007 R. CERQUETI, ROTUNDO G, Productivity and costs for growing firms in presence of technological renewal processes in INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH; 14; Hoboken, John Wiley & Sons Incorporated:Customer Service; pp. 521 - 534 (ISSN: 0969-6016)
    01.01 Articolo in Rivista » scheda U-PAD
  • 2007 R. CERQUETI, COSTANTINI M, GUTIERREZ L, Change in persistence tests for panels in Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS; 07040; pp. 1 - 34
    07.01 Altro » scheda U-PAD
  • 2007 BARONE R, R. CERQUETI, QUARANTA A.G, A stochastic model for financiers in Working Papers - Macerata University, Department of Finance and Economic Sciences; 42; pp. 1 - 16
    07.01 Altro » scheda U-PAD
  • 2007 R. CERQUETI, ROTUNDO G, Processi di rinnovamento nei cluster di imprese in Capitalismo distrettuale, localismi d'impresa, globalizzazione; Firenze University Press; pp. 129 - 143 (ISBN: 9788884536068)
    02.01 Contributo in volume (Capitolo o Saggio) » scheda U-PAD
  • 2007 Barone, R., Cerqueti, R., Quaranta, A.G., A Stochastic Model for Financiers in Abstracts (CD-ROM); LECCE, AMASES - Università di Lecce;
    04.01 Contributo in atti di convegno » scheda U-PAD
  • 2007 BRIANZONI S, CERQUETI R, E. MICHETTI, A dynamic stochastic model of asset pricing with heterogeneous beliefs
    04.01 Contributo in atti di convegno » scheda U-PAD
  • 2007 R. CERQUETI, COSTANTINI M, Non parametric Fractional Cointegration Analysis in ISAE Working Papers; 78; pp. 1 - 31
    07.01 Altro » scheda U-PAD
  • 2006 R. CERQUETI, COSTANTINI M, Testing for rational bubbles in Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS; 06030; pp. 1 - 25
    07.01 Altro » scheda U-PAD
  • 2005 R. CERQUETI, COSTANTINI M, Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes in Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS; 05027; pp. 1 - 17
    07.01 Altro » scheda U-PAD
  • 2005 R. CERQUETI, COSTANTINI M, Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order in Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS; 05026; pp. 1 - 12
    07.01 Altro » scheda U-PAD
  • 2003 R. CERQUETI, ROTUNDO G, Microeconomic modeling of financial time series with long term memory in IEEE International Conference on Computational Intelligence for Financial Engineering Proceedings; IEEE catalog number: 03TH8653; IEEE; pp. 191 - 198 (ISBN: 9780780376540)
    04.01 Contributo in atti di convegno » scheda U-PAD
Informazione non pervenuta
Informazione non pervenuta
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Informazione non pervenuta
  • Titolo: Journal of Applied Quantitative Methods (JAQM)
  • Tipologia: 10.01 Comitati di redazione di riviste
  • Parole chiave:
  • Anno di avvio: 2016
  • Sito Web:
  • Titolo: EUM - Edizioni Università di Macerata
  • Tipologia: 09.01 Comitati di redazione di collane scientifiche
  • Parole chiave:
  • Anno di avvio: 2015
  • Sito Web:
  • Titolo: Eastern European Business and Economics Journal
  • Tipologia: 10.01 Comitati di redazione di riviste
  • Parole chiave:
  • Anno di avvio: 2015
  • Sito Web:
  • Titolo: Frontiers in Applied Mathematics and Statistics
  • Tipologia: 10.01 Comitati di redazione di riviste
  • Parole chiave:
  • Anno di avvio: 2015
  • Sito Web:
  • Titolo: International Summer School on Risk Measurement and Control
  • Tipologia: 09.01 Comitati di redazione di collane scientifiche
  • Parole chiave:
  • Anno di avvio: 2014
  • Sito Web:
  • Titolo: Journal of Accounting, Finance and Economics
  • Tipologia: 10.01 Comitati di redazione di riviste
  • Parole chiave:
  • Anno di avvio: 2014
  • Sito Web:
  • Titolo: International Summer School on Risk Measurement and Control
  • Tipologia: 09.01 Comitati di redazione di collane scientifiche
  • Parole chiave:
  • Anno di avvio: 2006
  • Sito Web: http://w3.uniroma1.it/summerschool/local.asp
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  • Oggetto del finanziamento: COST CA15105 European Medi- cines Shortages Research Network
  • Tipologia: 11.02 Progetti UE e internazionali
  • Bando competitivo: yes
  • Parole chiave:
  • Anno di avvio: 2016
  • Durata: 48
  • Sito Web:
  • Oggetto del finanziamento: COST CA15217 Ocean Governance for Sustainability
  • Tipologia: 11.02 Progetti UE e internazionali
  • Bando competitivo: yes
  • Parole chiave:
  • Anno di avvio: 2016
  • Durata: 48
  • Sito Web:
  • Oggetto del finanziamento: Computational Social Choice
  • Tipologia: 11.02 Progetti UE e internazionali
  • Bando competitivo: yes
  • Parole chiave:
  • Anno di avvio: 2012
  • Durata: 48
  • Sito Web:
  • Oggetto del finanziamento: Cambiamento strutturale e crescita
  • Tipologia: 11.01 Progetti ministeriali
  • Bando competitivo: yes
  • Parole chiave: Cambiamento strutturale,crescita,dinamiche non lineari
  • Anno di avvio: 2011
  • Durata: 24
  • Sito Web:
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