Roy Cerqueti

Roy Cerqueti

Professore di ruolo - II fascia / Metodi matematici dell'economia e delle scienze attuariali e finanziarie (SECS-S/06)
  • Phone (+39) 0733 258 3246
  • E-mail roy.cerqueti@unimc.it
Dipartimento di Economia e Diritto
 
No contents available
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 2016 Cerqueti, Roy; Quaranta, Anna Grazia; Ventura, Marco, Innovation, Imitation and Policy Inaction, in TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE, 111; New York, Elsevier Science Incorporated; pp. 22 - 30 (ISSN: 0040-1625)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 2016 Cerqueti, Roy; Coppier, Raffaella, Optimization Problems, in A. Marciano, G.B. Ramello Encyclopedia of Law and Economics; New York, Springer Science Business Media; pp. 1 - 4 (ISBN: 978-1-4614-7883-6)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 2014 R. Cerqueti, Polymorphic Crisis- Readings on the Great Recession of the 21st century, in M. Ausloos, I.Savelli, R. Cerqueti, A.G. Grasso, M. Ricci, P. Ramazzotti, S. Perri, R. Lampa, R. Castellano, L. Scaccia, F. Bartolacci, A. Paolini, E. Zigiotti, B.M. Franceschetti, G.E. Maestri, S. Tartufoli, M. Marconi, M. Soverchia ; Macerata, CENTRO EDIZIONI UNIVERSITA' DI MACERATA - EUM; pp. 1 - 448 (ISBN: 9788860564108)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 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)
  • 2009 R. CERQUETI, Dynamic Programming via Measurable Selection, in PACIFIC JOURNAL OF OPTIMIZATION, 5(1); Yokohama, Yokohama Publisher; pp. 169 - 181 (ISSN: 1348-9151)
  • 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)
  • 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)
  • 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
  • 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
  • 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
  • 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
  • 2009 BOVI M; R. CERQUETI, Why is the Tax Evasion so Persistent?, in ISAE Working Papers, 111 pp. 1 - 20
  • 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)
  • 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)
  • 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
  • 2008 CASTELLANO R; R. CERQUETI; D'ECCLESIA R, A Disutility-Based Drift Control for Exchange Rates, pp. 1 - 29
  • 2008 R. CERQUETI; COSTANTINI M; GUTIERREZ L, Change in persistence tests for panels: An update and some new results, pp. 1 - 35
  • 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)
  • 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)
  • 2007 BRIANZONI S; CERQUETI R; E. MICHETTI, A dynamic stochastic model of asset pricing with heterogeneous beliefs,
  • 2007 Barone, R.; Cerqueti, R.; Quaranta, A.G., A Stochastic Model for Financiers, in Abstracts (CD-ROM); LECCE, AMASES - Università di Lecce;
  • 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
  • 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
  • 2007 R. CERQUETI; COSTANTINI M, Non parametric Fractional Cointegration Analysis, in ISAE Working Papers, 78 pp. 1 - 31
  • 2006 R. CERQUETI; COSTANTINI M, Testing for rational bubbles, in Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS, 06030 pp. 1 - 25
  • 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
  • 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
  • 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)
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  • Title: EUM - Edizioni Università di Macerata
  • Type: comitati di redazione di collane scientifiche
  • Keywords:
  • Start year: 2015
  • Web site:
  • Title: Eastern European Business and Economics Journal
  • Type: comitati di redazione di riviste
  • Keywords:
  • Start year: 2015
  • Web site:
  • Title: Frontiers in Applied Mathematics and Statistics
  • Type: comitati di redazione di riviste
  • Keywords:
  • Start year: 2015
  • Web site:
  • Title: International Summer School on Risk Measurement and Control
  • Type: comitati di redazione di collane scientifiche
  • Keywords:
  • Start year: 2014
  • Web site:
  • Title: Journal of Accounting, Finance and Economics
  • Type: comitati di redazione di riviste
  • Keywords:
  • Start year: 2014
  • Web site:
No contents available
  • Project funded: Computational Social Choice
  • Type: (11.02) progetti ue e internazionali
  • Competitive bid: si
  • ERC panel:
  • Keywords:
  • Start year: 2012
  • Duration (months): 48
  • Web site:
  • Project funded: Cambiamento strutturale e crescita
  • Type: (11.01) progetti ministeriali
  • Competitive bid: si
  • ERC panel:
  • Keywords: cambiamento strutturale, crescita, dinamiche non lineari
  • Start year: 2011
  • Duration (months): 24
  • Web site:
  • No contents available