Details about Roy Cerqueti

Access statistics for papers by Roy Cerqueti.

Last updated 2013-05-29. Update your information in the RePEc Author Service.

Short-id: pce67

Working Papers

2013

1. Relevant States and Memory in Markov Chain Bootstrapping and Simulation
   MPRA Paper, University Library of Munich, Germany

2012

2. A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping
   Working Papers, Macerata University, Department of Finance and Economic Sciences
3. A copula-based analysis of false discovery rate control under dependence assumptions
   Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS View citations (1)
4. On the dynamics of innovators and imitators
   MPRA Paper, University Library of Munich, Germany

2011

5. Corruption, Growth and Ethnic Fractionalization: a Theoretical Model
   CEIS Research Paper, Tor Vergata University, CEIS
   See also Journal Article in Journal of Economics (2012)
6. FDR Control in the Presence of an Unknown Correlation Structure
   Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS

2010

7. A Disutility-Based Drift Control for Exchange Rates
   Working Papers, Macerata University, Department of Finance and Economic Sciences
8. Corruption, growth and ethnolinguistic fractionalization: a theoretical model
   Working Papers, Macerata University, Department of Finance and Economic Sciences View citations (1)
9. Economic growth, corruption and tax evasion
   Working Papers, Macerata University, Department of Finance and Economic Sciences
   See also Journal Article in Economic Modelling (2011)
10. Roots and Effects of Investments' Misperception
    Working Papers, Macerata University, Department of Finance and Economic Sciences

2009

11. A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case
    Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS
12. A Discrete Model for Patent Valuation
    ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY)
13. New panel tests to assess inflation persistence
    Working Papers, Macerata University, Department of Finance and Economic Sciences
14. Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping
    Working Papers, Macerata University, Department of Finance and Economic Sciences
15. Why is the Tax Evasion so Persistent?
    ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY)

2008

16. A dynamic stochastic model of asset pricing with heterogeneous beliefs
    Working Papers, Macerata University, Department of Finance and Economic Sciences View citations (1)
    See also Journal Article in Computational Economics (2010)
17. A stochastic model for financiers
    Working Papers, Macerata University, Department of Finance and Economic Sciences
18. Change in persistence tests for panels: An update and some new results
    Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS

2007

19. Change in persistence tests for panels
    Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS
20. Non parametric Fractional Cointegration Analysis
    ISAE Working Papers, ISTAT - Italian National Institute of Statistics - (Rome, ITALY)

2006

21. Testing for rational bubbles
    Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS

2005

22. Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes
    Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS
23. Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order
    Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS View citations (1)

Journal Articles

2013

1. A Tabu Search heuristic procedure in Markov chain bootstrapping
   European Journal of Operational Research, 2013, 227, (2), 367-384

2012

2. Corruption, growth and ethnic fractionalization: a theoretical model
   Journal of Economics, 2012, 106, (2), 153-181
   See also Working Paper (2011)
3. Financing policies via stochastic control: a dynamic programming approach
   Journal of Global Optimization, 2012, 53, (3), 539-561
4. Illegal finance and usurers behaviour
   European Journal of Law and Economics, 2012, 34, (2), 265-277

2011

5. Economic growth, corruption and tax evasion
   Economic Modelling, 2011, 28, (1-2), 489-500 View citations (1)
   Also in Economic Modelling, 2011, 28, (1), 489-500 (2011) View citations (1)
   See also Working Paper (2010)
6. Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels
   Journal of Banking & Finance, 2011, 35, (10), 2598-2605
7. The optimal bid/ask spread in a Specialist System
   Economic Modelling, 2011, 28, (5), 2247-2253

2010

8. A Dynamic Stochastic Model of Asset Pricing with Heterogeneous Beliefs
   Computational Economics, 2010, 35, (2), 165-188 View citations (1)
   See also Working Paper (2008)
9. OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES
   New Mathematics and Natural Computation (NMNC), 2010, 06, (01), 109-118

2009

10. A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts
    Insurance: Mathematics and Economics, 2009, 45, (1), 59-64 View citations (2)
11. Tax revenues, fiscal corruption and "shame" costs
    Economic Modelling, 2009, 26, (6), 1239-1244 View citations (1)

2008

12. On the asymptotic behaviour of random matrices in a multivariate statistical model
    Statistics & Probability Letters, 2008, 78, (14), 2039-2045