ROY CERQUETI

Professore ordinario

email: roy.cerqueti@uniroma1.it

Produzione scientifica

11573/1721700 - 2024 - How do partner selection strategies affect the amount of funding in collaborative research projects? Evidence using the dual-projection approach

Ancona, Andrea; Cerqueti, Roy; Grassi, Rosanna - 01a Articolo in rivista

rivista: TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE (Elsevier Science Incorporated / NY Journals:Madison Square Station, PO Box 882:New York, NY 10159:(212)633-3730, EMAIL: usinfo-f@elsevier.com, INTERNET: http://www.elsevier.com, Fax: (212)633-3680) pp. - - issn: 0040-1625 - wos: (0) - scopus: (0)

11573/1703884 - 2024 - Higher-order assortativity for directed weighted networks and Markov chains

Arcagni, Alberto; Cerqueti, Roy; Grassi, Rosanna - 01a Articolo in rivista

rivista: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. - - issn: 0377-2217 - wos: WOS:001206700800001 (0) - scopus: (0)

11573/1713216 - 2024 - A Theory of Best Choice Selection through Objective Arguments Grounded in Linear Response Theory Concepts

Ausloos, Marcel; Rotundo, Giulia; Cerqueti, Roy - 01a Articolo in rivista

rivista: PHYSICS (Basel: MDPI, [2018]-) pp. 468-482 - issn: 2624-8174 - wos: (0) - scopus: (0)

11573/1703888 - 2024 - Economic keywords in political communications and financial markets

Cerqueti, R.; Ficcadenti, V. - 01a Articolo in rivista

rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht : Kluwer) pp. - - issn: 1572-9338 - wos: WOS:001180961000001 (0) - scopus: (0)

11573/1713215 - 2024 - Portfolio decision analysis for pandemic sentiment assessment based on finance and web queries

Cerqueti, Roy; Cesarone, Francesco; Ficcadenti, Valerio - 01a Articolo in rivista

rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht: Kluwer Academic Publishers. Amsterdam; Bussum: Baltzer Science Publishers.) pp. - - issn: 0254-5330 - wos: WOS:001208160700003 (2) - scopus: 2-s2.0-85191438917 (2)

11573/1723853 - 2024 - Probabilities of transitions among endogenous regimes in asset returns and Environmental, Social and Governance scores

Cerqueti, Roy; Da Fermo, Carmine; Nicolosi, Marco - 01a Articolo in rivista

rivista: BUSINESS STRATEGY AND THE ENVIRONMENT (-New York:John Wiley -Bradford : European Research Press, 1992-) pp. - - issn: 0964-4733 - wos: (0) - scopus: (0)

11573/1711565 - 2024 - Identifying minibonds issued level’s determinants to empower companies’ funding managerial strategies

Cerqueti, Roy; Deffains-Crapsky, Catherine; Quaranta, Anna Grazia; Storani, Saverio - 01a Articolo in rivista

rivista: MANAGEMENT DECISION (Emerald:60 62 Toller Lane, Bradford BD8 9BY United Kingdom:011 44 1274 777700, EMAIL: shalliday@emeraldinsight.com, INTERNET: http://www.emeraldinsight.com, Fax: 011 44 1274 785202) pp. - - issn: 0025-1747 - wos: WOS:001219443700001 (0) - scopus: 2-s2.0-85192831142 (0)

11573/1721732 - 2024 - Investors’ attention and network spillover for commodity market forecasting

Cerqueti, Roy; Ficcadenti, Valerio; Mattera, Raffaele - 01a Articolo in rivista

rivista: SOCIO-ECONOMIC PLANNING SCIENCES (-New York: Pergamon Press. -Elsevier Science Limited:Oxford Fulfillment Center, PO Box 800, Kidlington Oxford OX5 1DX United Kingdom:011 44 1865 843000, 011 44 1865 843699, EMAIL: asianfo@elsevier.com, tcb@elsevier.co.UK, INTERNET: http://www.elsevier.com, http://www.elsevier.com/locate/shpsa/, Fax: 011 44 1865 843010) pp. - - issn: 0038-0121 - wos: (0) - scopus: (0)

11573/1700662 - 2024 - Resilience for financial networks under a multivariate GARCH model of stock index returns with multiple regimes

Cerqueti, Roy; Gatfaoui, Hayette; Rotundo, Giulia - 01a Articolo in rivista

11573/1721702 - 2024 - Improving the explainability of autoencoder factors for commodities through forecast-based Shapley values

Cerqueti, Roy; Iovanella, Antonio; Mattera, Raffaele; Storani, Saverio - 01a Articolo in rivista

rivista: SCIENTIFIC REPORTS (London: Springer Nature London: Nature Publishing Group) pp. - - issn: 2045-2322 - wos: (0) - scopus: (0)

11573/1713213 - 2024 - A Rényi-type quasimetric with random interference detection

Cerqueti, Roy; Maggi, Mario - 01a Articolo in rivista

rivista: KNOWLEDGE AND INFORMATION SYSTEMS (Springer Verlag Singapore:04-01 Cencon I, 1 Tannery Road, Singapore 347719 Singapore:011 65 6 8420112, Fax: 011 65 6 8420107) pp. 3989-4009 - issn: 0219-1377 - wos: WOS:001199185200002 (0) - scopus: 2-s2.0-85190256298 (0)

11573/1721733 - 2024 - Classes of probability measures built on the properties of Benford’s law

Cerqueti, Roy; Maggi, Mario - 01a Articolo in rivista

rivista: ASTA ADVANCES IN STATISTICAL ANALYSIS (Heidelberg ; Berlin : Springer) pp. - - issn: 1863-8171 - wos: (0) - scopus: (0)

11573/1721731 - 2024 - Kendall correlations and radar charts to include goals for and goals against in soccer rankings

Cerqueti, Roy; Mattera, Raffaele; Ficcadenti, Valerio - 01a Articolo in rivista

rivista: COMPUTATIONAL STATISTICS (Physica-Verlag GmBh & Company:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 487492, INTERNET: http://www.springer.de, Fax: 011 49 6221 487177) pp. - - issn: 0943-4062 - wos: WOS:001314803800002 (0) - scopus: 2-s2.0-85204204012 (0)

11573/1721696 - 2024 - Bivariate Tail Conditional Co–Expectation for Elliptical distributions

Cerqueti, Roy; Palestini, Arsen - 01a Articolo in rivista

rivista: INSURANCE MATHEMATICS & ECONOMICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. - - issn: 0167-6687 - wos: (0) - scopus: (0)

11573/1701178 - 2024 - Risk transmission, systemic fragility of banks’ interacting customers and credit worthiness assessment

Cerqueti, Roy; Pampurini, Francesca; Quaranta, Anna Grazia; Storani, Saverio - 01a Articolo in rivista

rivista: FINANCE RESEARCH LETTERS (Elsevier) pp. - - issn: 1544-6123 - wos: WOS:001182303100001 (0) - scopus: 2-s2.0-85183959616 (0)

11573/1721698 - 2024 - A compartmental model for the dynamic simulation of pandemics with a multi-phase vaccination and its application to Italian COVID-19 data

Cerqueti, Roy; Ramponi, Alessandro; Scarlatti, Sergio - 01a Articolo in rivista

rivista: MATHEMATICS AND COMPUTERS IN SIMULATION (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. - - issn: 0378-4754 - wos: (0) - scopus: (0)

11573/1721697 - 2024 - Statistical indicators for the optimal prediction of failure times of stochastic reliability systems: A rational expectations-based approach

Riccioni, Jessica; Andersen, Jorgen-Vitting; Cerqueti, Roy - 01a Articolo in rivista

rivista: INFORMATION SCIENCES (Amsterdam; Boston: Elsevier 1968-) pp. - - issn: 0020-0255 - wos: WOS:001322636500001 (0) - scopus: 2-s2.0-85204502210 (0)

11573/1721699 - 2024 - Measuring financial stability in the presence of energy shocks

Sánchez-García, Javier; Mattera, Raffaele; Cruz-Rambaud, Salvador; Cerqueti, Roy - 01a Articolo in rivista

rivista: ENERGY ECONOMICS (Elsevier Science Limited:Oxford Fulfillment Center, PO Box 800, Kidlington Oxford OX5 1DX United Kingdom:011 44 1865 843000, 011 44 1865 843699, EMAIL: asianfo@elsevier.com, tcb@elsevier.co.UK, INTERNET: http://www.elsevier.com, http://www.elsevier.com/locate/shpsa/, Fax: 011 44 1865 843010) pp. - - issn: 0140-9883 - wos: (0) - scopus: (0)

11573/1714343 - 2024 - Followers do not dictate the virality of news outlets on social media

Sangiorgio, Emanuele; Cinelli, Matteo; Cerqueti, Roy; Quattrociocchi, Walter - 01a Articolo in rivista

rivista: PNAS NEXUS (Oxford: Oxford University Press on behalf of the National Academy of Sciences) pp. - - issn: 2752-6542 - wos: (0) - scopus: (0)

11573/1679263 - 2023 - A novel methodology to disambiguate organization names: an application to EU Framework Programmes data

Ancona, A.; Cerqueti, R.; Vagnani, G. - 01a Articolo in rivista

rivista: SCIENTOMETRICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 4447-4474 - issn: 0138-9130 - wos: WOS:000999292600002 (1) - scopus: 2-s2.0-85160762283 (2)

11573/1689157 - 2023 - Determining the dynamics of collaboration in EU Framework Programmes under a network perspective

Ancona, Andrea; Cerqueti, Roy; Vagnani, Gianluca - 04b Atto di convegno in volume

congresso: European Academy of Management (EURAM) Conference 2023 (Dublin; Ireland)

libro: European Academy of Management (EURAM) Conference 2023 - (978-2-9602195-5-5)

11573/1677908 - 2023 - Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems

Andersen, J. -V.; Cerqueti, R.; Riccioni, J. - 01a Articolo in rivista

rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht : Kluwer) pp. - - issn: 1572-9338 - wos: WOS:000971012200001 (1) - scopus: 2-s2.0-85153090856 (3)

11573/1700576 - 2023 - Probabilistic and statistical methods in commodity risk management

Antonelli, Fabio; Cerqueti, Roy; Ramponi, Alessandro; Scarlatti, Sergio - 01a Articolo in rivista

11573/1690451 - 2023 - A Benford’s Law view of inspections’ reasonability

Arezzo, Maria Felice; Cerqueti, Roy - 01a Articolo in rivista

rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 129294- - issn: 0378-4371 - wos: WOS:001103690300001 (1) - scopus: 2-s2.0-85174335887 (1)

11573/1670169 - 2023 - Environmental policies in a Stackelberg differential game

Cerqueti, R.; Correani, L.; Di Dio, F. - 01a Articolo in rivista

rivista: NAVAL RESEARCH LOGISTICS (John Wiley & Sons Incorporated:Customer Service, 111 River Street:Hoboken, NJ 07030:(800)225-5945, (201)748-6000, EMAIL: societyinfo@wiley.com, INTERNET: http://www.wiley.com, Fax: (212)748-6551) pp. - - issn: 0894-069X - wos: WOS:000918025600001 (0) - scopus: 2-s2.0-85146393139 (0)

11573/1670174 - 2023 - Green finance instruments: exploring minibonds issuance in Italy

Cerqueti, R.; Deffains-Crapsky, C.; Storani, S. - 01a Articolo in rivista

rivista: CORPORATE SOCIAL RESPONSIBILITY & ENVIRONMENTAL MANAGEMENT (United Kingdom: John Wiley & Sons Limited) pp. - - issn: 1535-3958 - wos: WOS:000940335300001 (3) - scopus: 2-s2.0-85149696921 (5)

11573/1677907 - 2023 - Clustering networked funded European research activities through rank-size laws

Cerqueti, R.; Iovanella, A.; Mattera, R. - 01a Articolo in rivista

rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht : Kluwer) pp. - - issn: 1572-9338 - wos: WOS:000982948400002 (3) - scopus: 2-s2.0-85158161707 (4)

11573/1670172 - 2023 - Severe Testing of Benford’s Law

Cerqueti, R.; Lupi, C. - 01a Articolo in rivista

rivista: TEST (Springer verlag Berlin) pp. - - issn: 1133-0686 - wos: WOS:000940058200001 (5) - scopus: 2-s2.0-85149043906 (5)

11573/1689502 - 2023 - A stochastic model for evaluating the peaks of commodities' returns

Cerqueti, R.; Mattera, R.; Ramponi, A. - 01a Articolo in rivista

11573/1689500 - 2023 - Fuzzy clustering of financial time series based on volatility spillovers

Cerqueti, Roy; D’Urso, Pierpaolo; De Giovanni, Livia; Mattera, Raffaele; Vitale, Vincenzina - 01a Articolo in rivista

rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht : Kluwer) pp. - - issn: 1572-9338 - wos: WOS:001079562700002 (3) - scopus: 2-s2.0-85168603117 (2)

11573/1691672 - 2023 - Fuzzy clustering of time series based on weighted conditional higher moments

Cerqueti, Roy; D’Urso, Pierpaolo; De Giovanni, Livia; Mattera, Raffaele; Vitale, Vincenzina - 01a Articolo in rivista

rivista: COMPUTATIONAL STATISTICS (Physica-Verlag GmBh & Company:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 487492, INTERNET: http://www.springer.de, Fax: 011 49 6221 487177) pp. 1-24 - issn: 0943-4062 - wos: WOS:001094934400001 (0) - scopus: 2-s2.0-85175876589 (0)

11573/1700633 - 2023 - Games on graphs with coalitions

Cerqueti, Roy; De Santis, Emilio - 01a Articolo in rivista

rivista: JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY (Palgrave Publishers Ltd:Porters South, Crinan Street, London N1 9XW United Kingdom:011 44 20 78334000, EMAIL: subscriptions@palgrave.com, INTERNET: http://www.palgrave.com, Fax: 011 44 20 78334640) pp. -10 - issn: 0160-5682 - wos: WOS:001117913500001 (0) - scopus: 2-s2.0-85179948808 (0)

11573/1700663 - 2023 - Anxiety about the pandemic and trust in financial markets

Cerqueti, Roy; Ficcadenti, Valerio - 01a Articolo in rivista

rivista: THE ANNALS OF REGIONAL SCIENCE (Springer Verlag Germany:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 3450, EMAIL: g.braun@springer.de, INTERNET: http://www.springer.de, Fax: 011 49 6221 345229) pp. - - issn: 0570-1864 - wos: WOS:001066002100001 (3) - scopus: 2-s2.0-85171390620 (3)

11573/1682655 - 2023 - Benford's Law for economic data reliability: The case of tourism flows in Sicily

Cerqueti, Roy; Provenzano, Davide - 01a Articolo in rivista

rivista: CHAOS, SOLITONS AND FRACTALS (Oxford, United Kingdom: Elsevier Science Limited) pp. 113635- - issn: 0960-0779 - wos: WOS:001144977100001 (2) - scopus: 2-s2.0-85161346360 (2)

11573/1653008 - 2023 - The weighted cross-shareholding complex network: a copula approach to concentration and control in financial markets

Cerqueti, Roy; Rotundo, Giulia - 01a Articolo in rivista

rivista: JOURNAL OF ECONOMIC INTERACTION AND COORDINATION (Heidelberg ; Berlin : Springer) pp. 213-232 - issn: 1860-7128 - wos: WOS:000843264700001 (2) - scopus: 2-s2.0-85136586853 (2)

11573/1700632 - 2023 - Volatility forecasting: a new GARCH-type model for fuzzy sets-valued time series

Dai, Xingyu; Cerqueti, Roy; Wang, Qunwei; Xiao, Ling - 01a Articolo in rivista

11573/1614520 - 2022 - Clusters of social impact firms: A complex network approach

Biasin, M.; Cerqueti, R.; Giacomini, E.; Marinelli, N.; Quaranta, A. G.; Riccetti, L. - 01a Articolo in rivista

rivista: GLOBAL FINANCE JOURNAL (Elsevier Science Incorporated / NY Journals:Madison Square Station, PO Box 882:New York, NY 10159:(212)633-3730, EMAIL: usinfo-f@elsevier.com, INTERNET: http://www.elsevier.com, Fax: (212)633-3680) pp. 100697- - issn: 1044-0283 - wos: WOS:000876145000001 (0) - scopus: 2-s2.0-85123254471 (0)

11573/1614545 - 2022 - A Note on the Role of Social Impact Investments in Minimum Variance Portfolios

Biasin, Massimo; Cerqueti, Roy; Giacomini, Emanuela; Marinelli, Nicoletta; Quaranta, Anna Grazia; Riccetti, Luca - 01a Articolo in rivista

rivista: Highlights of Sustainability (Highlights of Science) pp. 5-11 - issn: - wos: (0) - scopus: (0)

11573/1670170 - 2022 - A new family of modified Gaussian copulas for market consistent valuation of government guarantees

Cerqueti, R.; Cesarone, F.; Heusch, M. C.; Mottura, C. D. - 01a Articolo in rivista

rivista: REVIEW OF MANAGERIAL SCIENCE (Heidelberg ; Berlin : Springer) pp. - - issn: 1863-6683 - wos: WOS:000871833300001 (0) - scopus: 2-s2.0-85140583366 (0)

11573/1614516 - 2022 - A new measure of the resilience for networks of funds with applications to socially responsible investments

Cerqueti, R.; Ciciretti, R.; Dalo, A.; Nicolosi, M. - 01a Articolo in rivista

rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 126976- - issn: 0378-4371 - wos: WOS:000806160900011 (5) - scopus: 2-s2.0-85124605071 (7)

11573/1630929 - 2022 - Mitigating Contagion Risk by ESG Investing

Cerqueti, R.; Ciciretti, R.; Dalo, A.; Nicolosi, M. - 01a Articolo in rivista

rivista: SUSTAINABILITY (Basel : MDPI) pp. 3805- - issn: 2071-1050 - wos: WOS:000782094000001 (3) - scopus: 2-s2.0-85127560124 (4)

11573/1614522 - 2022 - Financial interbanking networks resilience under shocks propagation

Cerqueti, R.; Cinelli, M.; Ferraro, G.; Iovanella, A. - 01a Articolo in rivista

11573/1630931 - 2022 - Correction to: Financial interbanking networks resilience under shocks propagation (Annals of Operations Research, (2022), 10.1007/s10479-022-04567-w)

Cerqueti, R.; Cinelli, M.; Ferraro, G.; Iovanella, A. - 01b Commento, Erratum, Replica e simili

11573/1652498 - 2022 - Monte Carlo Markov chains constrained on graphs for a target with disconnected support∗

Cerqueti, R.; De Santis, E. - 01a Articolo in rivista

rivista: ELECTRONIC JOURNAL OF STATISTICS (Shaker Heights, OH : Institute of Mathematical Statistics) pp. 4379-4397 - issn: 1935-7524 - wos: WOS:000953164900012 (1) - scopus: 2-s2.0-85136210396 (1)

11573/1619140 - 2022 - Combining rank-size and k-means for clustering countries over the COVID-19 new deaths per million

Cerqueti, R.; Ficcadenti, V. - 01a Articolo in rivista

rivista: CHAOS, SOLITONS & FRACTALS (Amsterdam : Elsevier Science) pp. - - issn: 1873-2887 - wos: WOS:000800367000010 (6) - scopus: 2-s2.0-85127014419 (11)

11573/1621391 - 2022 - A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league "Serie A"

Cerqueti, R.; Ficcadenti, V.; Hossein Varde'i, C. - 01a Articolo in rivista

rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht : Kluwer) pp. - - issn: 1572-9338 - wos: WOS:000769273200003 (10) - scopus: 2-s2.0-85126294613 (8)

11573/1653004 - 2022 - Statistical methods for decision support systems in finance: How Benford's law predicts financial risk

Cerqueti, R.; Maggi, M.; Riccioni, J. - 01a Articolo in rivista

11573/1614526 - 2022 - Dangerous liasons and hot customers for banks

Cerqueti, R.; Pampurini, F.; Pezzola, A.; Quaranta, A. G. - 01a Articolo in rivista

rivista: REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING (Kluwer Academic Publishers / Massachusetts:PO Box 358, Accord Station:Hingham, MA 02018:(617)871-6600) pp. - - issn: 0924-865X - wos: WOS:000749944200001 (2) - scopus: 2-s2.0-85124100759 (2)

11573/1670168 - 2022 - Similarity-based heterogeneity and cohesiveness of networked companies issuing minibonds

Cerqueti, Roy; Deffains-Crapsky, Catherine; Storani, Saverio - 01a Articolo in rivista

rivista: CHAOS, SOLITONS AND FRACTALS (Oxford, United Kingdom: Elsevier Science Limited) pp. 112654- - issn: 0960-0779 - wos: WOS:000860498000018 (2) - scopus: 2-s2.0-85138017841 (2)

11573/1619138 - 2022 - Weighted score-driven fuzzy clustering of time series with a financial application

Cerqueti, Roy; D'urso, Pierpaolo; De Giovanni, Livia; Giacalone, Massimiliano; Mattera, Raffaele - 01a Articolo in rivista

rivista: EXPERT SYSTEMS WITH APPLICATIONS (Oxford, United Kingdom: Elsevier Science Limited) pp. 116752- - issn: 0957-4174 - wos: WOS:000792808100005 (14) - scopus: 2-s2.0-85126562903 (17)

11573/1661182 - 2022 - INGARCH-based fuzzy clustering of count time series with a football application

Cerqueti, Roy; D'urso, Pierpaolo; De Giovanni, Livia; Mattera, Raffaele; Vitale, Vincenzina - 01a Articolo in rivista

rivista: MACHINE LEARNING WITH APPLICATIONS (Oxford: Elsevier Ltd.) pp. - - issn: 2666-8270 - wos: WOS:001223227900019 (5) - scopus: (0)

11573/1653006 - 2022 - Markov Chain Monte Carlo for generating ranked textual data

Cerqueti, Roy; Ficcadenti, Valerio; Dhesi, Gurjeet; Ausloos, Marcel - 01a Articolo in rivista

rivista: INFORMATION SCIENCES (Amsterdam; Boston: Elsevier 1968-) pp. 425-439 - issn: 0020-0255 - wos: WOS:000848157600008 (1) - scopus: 2-s2.0-85135922355 (1)

11573/1663319 - 2022 - Fuzzy clustering of time series with time-varying memory

Cerqueti, Roy; Mattera, Raffaele - 01a Articolo in rivista

rivista: INTERNATIONAL JOURNAL OF APPROXIMATE REASONING (Elsevier Science Incorporated / NY Journals:Madison Square Station, PO Box 882:New York, NY 10159:(212)633-3730, EMAIL: usinfo-f@elsevier.com, INTERNET: http://www.elsevier.com, Fax: (212)633-3680) pp. - - issn: 0888-613X - wos: WOS:001026414000001 (8) - scopus: 2-s2.0-85143856331 (8)

11573/1663318 - 2022 - Multiway clustering with time-varying parameters

Cerqueti, Roy; Mattera, Raffaele; Scepi, Germana - 01a Articolo in rivista

11573/1653007 - 2022 - The complex interplay between {COVID}-19 and economic activity

Cerqueti, Roy; Tramontana, Fabio; Ventura, Marco - 01a Articolo in rivista

rivista: MATHEMATICAL SOCIAL SCIENCES (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 97-107 - issn: 0165-4896 - wos: WOS:000848340700001 (0) - scopus: 2-s2.0-85136773843 (0)

11573/1550339 - 2021 - Outdoor light pollution and COVID-19: The Italian case

Argentiero, Amedeo; Cerqueti, Roy; Maggi, Mario - 01a Articolo in rivista

rivista: ENVIRONMENTAL IMPACT ASSESSMENT REVIEW (New York, Elsevier, etc.) pp. 106602- - issn: 0195-9255 - wos: WOS:000677502300001 (8) - scopus: 2-s2.0-85106250321 (10)

11573/1542894 - 2021 - Does social capital explain the Solow residual? A DSGE approach

Argentiero, Amedeo; Cerqueti, Roy; Sabatini, Fabio - 01a Articolo in rivista

rivista: STRUCTURAL CHANGE AND ECONOMIC DYNAMICS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 35-53 - issn: 0954-349X - wos: WOS:000691791900004 (8) - scopus: 2-s2.0-85105536796 (7)

11573/1542906 - 2021 - Evaluating risks-based communities of Mafia companies: a complex networks perspective

Castellano, N. G.; Cerqueti, R.; Franceschetti, B. M. - 01a Articolo in rivista

11573/1519668 - 2021 - Does Death Anxiety Inhibit Product Innovation? An Exploratory Study in Small Manufacturing Companies

Ceptureanu, S. I.; Cerqueti, R.; Ceptureanu, E. G.; Dhesi, G.; Luchian, I. - 01a Articolo in rivista

rivista: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH (Bucureşti : Editura ASE, 2006-) pp. 135-148 - issn: 1842-3264 - wos: WOS:000629647900009 (1) - scopus: 2-s2.0-85103517852 (1)

11573/1542902 - 2021 - Innovation ambidexterity and impact on the performance in IT companies: the moderating role of business experience

Ceptureanu, Sebastian Ion; Ceptureanu, Eduard Gabriel; Cerqueti, Roy - 01a Articolo in rivista

rivista: TECHNOLOGY ANALYSIS & STRATEGIC MANAGEMENT (Carfax Publishing Limited:Rankine Road, Basingstoke RG24 8PR United Kingdom:011 44 1256 813000, EMAIL: madeline.sims@tandf.co.uk, INTERNET: http://www.carfax.co.uk, http://www.tandf.co.uk, Fax: 011 44 1256 330245) pp. 1-14 - issn: 0953-7325 - wos: WOS:000641817000001 (15) - scopus: 2-s2.0-85104802238 (18)

11573/1573261 - 2021 - Influence of Blockchain Adoption on Technology Transfer, Performance and Supply Chain Integration, Flexibility and Responsiveness. A Case Study from IT&C Medium-Sized Enterprises

Ceptureanu, Sebastian-Ion; Cerqueti, Roy; Alexandru, Adriana; Popescu, Doina I.; Dhesi, Gurjeet; Ceptureanu, Eduard-Gabriel - 01a Articolo in rivista

rivista: STUDIES IN INFORMATICS AND CONTROL (Informatics and Control Publication.) pp. 61-74 - issn: 1220-1766 - wos: WOS:000704288100006 (6) - scopus: 2-s2.0-85117923618 (7)

11573/1557789 - 2021 - A new concept of reliability system and applications in finance

Cerqueti, R. - 01a Articolo in rivista

11573/1542908 - 2021 - Municipal waste management: A complex network approach with an application to Italy

Cerqueti, R.; Cinelli, M.; Minervini, L. F. - 01a Articolo in rivista

rivista: WASTE MANAGEMENT (-Elmsford, N.Y.; Oxford: PERGAMON-ELSEVIER SCIENCE LTD, -Elmsford, N.Y.; Oxford: Pergamon.) pp. 597-607 - issn: 0956-053X - wos: WOS:000655589800005 (12) - scopus: 2-s2.0-85103959571 (13)

11573/1573274 - 2021 - A Framework for Modelling Economic Regional Location Processes Under Uncertainty

Cerqueti, R.; Cutrini, E. - 01a Articolo in rivista

rivista: JOURNAL OF QUANTITATIVE ECONOMICS (Delhi: Indian Econometric Society.) pp. - - issn: 0971-1554 - wos: WOS:000679008800001 (1) - scopus: 2-s2.0-85111639592 (1)

11573/1587481 - 2021 - Testing for Localization with Entropy-Based Measures

Cerqueti, R.; Cutrini, E. - 01a Articolo in rivista

rivista: SOCIAL INDICATORS RESEARCH (Dordrecht; London; Boston: Springer Nature B.V. Dordrecht; London; Boston: Kluwer Academic Publishers; Reidel) pp. - - issn: 0303-8300 - wos: WOS:000712931000001 (0) - scopus: 2-s2.0-85118305681 (0)

11573/1614543 - 2021 - Segregation with social linkages: Evaluating Schelling’s model with networked individuals

Cerqueti, R.; De Benedictis, L.; Leone Sciabolazza, V. - 01a Articolo in rivista

rivista: METROECONOMICA (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. - - issn: 0026-1386 - wos: WOS:000723638500001 (0) - scopus: 2-s2.0-85120161174 (0)

11573/1541267 - 2021 - Preface: recent developments in financial modelling and risk management

Cerqueti, R.; D'ecclesia, R. L.; Levantesi, S. - 01m Editorial/Introduzione in rivista

rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht: Kluwer Academic Publishers. Amsterdam; Bussum: Baltzer Science Publishers.) pp. 1-5 - issn: 0254-5330 - wos: WOS:000629907800001 (0) - scopus: 2-s2.0-85102696990 (3)

11573/1573287 - 2021 - Rank–size distributions for banks: A cross-country analysis

Cerqueti, R.; Lupi, C.; Pietrovito, F.; Pozzolo, A. F. - 01a Articolo in rivista

rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 126336- - issn: 0378-4371 - wos: WOS:000703932500002 (1) - scopus: 2-s2.0-85114732622 (1)

11573/1614530 - 2021 - Editorial: Theories and Applications in Network Science

Cerqueti, R.; Shi, F. - 01m Editorial/Introduzione in rivista

rivista: FRONTIERS IN APPLIED MATHEMATICS AND STATISTICS (Lausanne : Frontiers Media S.A., 2015-) pp. - - issn: 2297-4687 - wos: WOS:000745653000001 (0) - scopus: 2-s2.0-85122312086 (0)

11573/1519655 - 2021 - Data validity and statistical conformity with Benford's Law

Cerqueti, R; Maggi, M - 01a Articolo in rivista

rivista: CHAOS, SOLITONS & FRACTALS (Amsterdam : Elsevier Science) pp. 1-7 - issn: 1873-2887 - wos: WOS:000632408500016 (12) - scopus: 2-s2.0-85101328183 (14)

11573/1542984 - 2021 - External Solicitations, Pollution and Patterns of Water Stock: Remarks and some Modeling Proposals

Cerqueti, Roy - 02a Capitolo o Articolo

libro: Water in Biomechanical and Related Systems - (978-3-030-67226-3; 978-3-030-67227-0)

11573/1550337 - 2021 - ESG investing: A chance to reduce systemic risk

Cerqueti, Roy; Ciciretti, Rocco; Dalò, Ambrogio; Nicolosi, Marco - 01a Articolo in rivista

rivista: JOURNAL OF FINANCIAL STABILITY (St. Louis ; San Diego ; Oxford ; New York ; London ; Amsterdam ; Philadelphia ; Paris ; Boston ; Jena : Elsevier) pp. 100887- - issn: 1572-3089 - wos: WOS:000670127500005 (76) - scopus: 2-s2.0-85106871986 (93)

11573/1567237 - 2021 - The sooner the better. Lives saved by the lockdown during the COVID-19 outbreak. The case of Italy

Cerqueti, Roy; Coppier, Raffaella; Girardi, Alessandro; Ventura, Marco - 01a Articolo in rivista

rivista: ECONOMETRICS JOURNAL (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 1-29 - issn: 1368-4221 - wos: WOS:000748721800003 (9) - scopus: 2-s2.0-85125468115 (10)

11573/1519661 - 2021 - Bribes, Lobbying and Industrial Structure

Cerqueti, Roy; Coppier, Raffaella; Piga, Gustavo - 01a Articolo in rivista

rivista: ITALIAN ECONOMIC JOURNAL (Cham: Springer Internat. Publ., 2015) pp. 1-22 - issn: 2199-322X - wos: WOS:000627699400001 (2) - scopus: 2-s2.0-85102505890 (3)

11573/1542888 - 2021 - Model-based fuzzy time series clustering of conditional higher moments

Cerqueti, Roy; Giacalone, Massimiliano; Mattera, Raffaele - 01a Articolo in rivista

rivista: INTERNATIONAL JOURNAL OF APPROXIMATE REASONING (Elsevier Science Incorporated / NY Journals:Madison Square Station, PO Box 882:New York, NY 10159:(212)633-3730, EMAIL: usinfo-f@elsevier.com, INTERNET: http://www.elsevier.com, Fax: (212)633-3680) pp. 34-52 - issn: 0888-613X - wos: WOS:000655361700004 (20) - scopus: 2-s2.0-85105353139 (20)

11573/1573298 - 2021 - Some New Tests of Conformity with Benford’s Law

Cerqueti, Roy; Lupi, Claudio - 01a Articolo in rivista

rivista: STATS (Basel: MDPI AG, 2018-) pp. 745-761 - issn: 2571-905X - wos: WOS:000836825300001 (8) - scopus: (0)

11573/1542941 - 2021 - Predicting future cancer burden in the United States by artificial neural networks

Piva, F.; Tartari, F.; Giulietti, M.; Aiello, M. M.; Cheng, L.; Lopez-Beltran, A.; Mazzucchelli, R.; Cimadamore, A.; Cerqueti, R.; Battelli, N.; Montironi, R.; Santoni, M. - 01a Articolo in rivista

rivista: FUTURE ONCOLOGY (London : Future Medicine Ltd., 2005-) pp. 159-168 - issn: 1479-6694 - wos: WOS:000597611000001 (9) - scopus: 2-s2.0-85099841240 (8)

11573/1460242 - 2020 - 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

Ausloos, M.; Bartolacci, F.; Castellano, N.; Cerqueti, R. - 02a Capitolo o Articolo

libro: Simplicity of Complexity in Economic and Social Systems - (978-3-030-56159-8)

11573/1359917 - 2020 - The Skew Normal risk measurement framework

Bernardi, Mauro; Cerqueti, Roy; Palestini, Arsen - 01a Articolo in rivista

rivista: COMPUTATIONAL MANAGEMENT SCIENCE (Heidelberg ; Berlin : Springer) pp. 105-119 - issn: 1619-697X - wos: WOS:000511947000006 (2) - scopus: 2-s2.0-85066822459 (3)

11573/1460239 - 2020 - Multiple breaks detection in financial interval-valued time series

Cappelli, C.; Cerqueti, R.; D'urso, P.; Di Iorio, F. - 01a Articolo in rivista

rivista: EXPERT SYSTEMS WITH APPLICATIONS (Oxford, United Kingdom: Elsevier Science Limited) pp. 1-9 - issn: 0957-4174 - wos: WOS:000599704300006 (14) - scopus: 2-s2.0-85089286182 (15)

11573/1460234 - 2020 - An optimization model for minimizing systemic risk

Castellano, R.; Cerqueti, R.; Clemente, G. P.; Grassi, R. - 01a Articolo in rivista

rivista: MATHEMATICS AND FINANCIAL ECONOMICS (Berlin ; New York : Springer-Verlag, [c1983-1988]) pp. 1-27 - issn: 1862-9679 - wos: WOS:000568632400001 (8) - scopus: 2-s2.0-85090775261 (8)

11573/1189240 - 2020 - Exploring the financial risk of a temperature index: a fractional integrated approach

Castellano, Rosella; Cerqueti, Roy; Rotundo, Giulia - 01a Articolo in rivista

rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht: Kluwer Academic Publishers. Amsterdam; Bussum: Baltzer Science Publishers.) pp. 225-242 - issn: 0254-5330 - wos: WOS:000527867500010 (26) - scopus: 2-s2.0-85053938183 (28)

11573/1364093 - 2020 - Sustainable consumption behaviours in P2P accommodation platforms: an exploratory study

Ceptureanu, E. G.; Ceptureanu, S. I.; Herteliu, C.; Cerqueti, R. - 01a Articolo in rivista

rivista: SOFT COMPUTING (Heidelberg ; Berlin : Springer) pp. - - issn: 1432-7643 - wos: WOS:000558525400027 (12) - scopus: 2-s2.0-85077857178 (15)

11573/1364073 - 2020 - Systemic risk assessment through high order clustering coefficient

Cerqueti, R.; Clemente, G. P.; Grassi, R. - 01a Articolo in rivista

rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht: Kluwer Academic Publishers. Amsterdam; Bussum: Baltzer Science Publishers.) pp. 1-29 - issn: 0254-5330 - wos: WOS:000515630200002 (22) - scopus: 2-s2.0-85078420351 (21)

11573/1448183 - 2020 - Optimal concession contracts for oil exploitation

Cerqueti, R.; Ventura, M. - 01a Articolo in rivista

rivista: ENERGY POLICY (Butterworth Heinemann Publishers:Linacre House Jordan Hill, Oxford OX2 8DP United Kingdom:011 44 1865 314569, EMAIL: bhmarketing@repp.co.uk, INTERNET: http://www.laxtonsprices.co.uk, Fax: 011 44 1865 314569) pp. 111900- - issn: 0301-4215 - wos: WOS:000595073300011 (4) - scopus: 2-s2.0-85090827092 (5)

11573/1410741 - 2020 - Stratified communities in complex business networks

Cerqueti, Roy; Clemente, Gian Paolo; Grassi, Rosanna - 01a Articolo in rivista

rivista: JOURNAL OF BUSINESS RESEARCH (Elsevier Science Incorporated / NY Journals:Madison Square Station, PO Box 882:New York, NY 10159:(212)633-3730, EMAIL: usinfo-f@elsevier.com, INTERNET: http://www.elsevier.com, Fax: (212)633-3680) pp. 1-12 - issn: 0148-2963 - wos: WOS:000639120000046 (4) - scopus: 2-s2.0-85088787052 (5)

11573/1410554 - 2020 - Words ranking and Hirsch index for identifying the core of the hapaxes in political texts

Cerqueti, Roy; Ficcadenti, Valerio; Ausloos, Marcel; Dhesi, Gurjeet - 01a Articolo in rivista

rivista: JOURNAL OF INFORMETRICS (Amsterdam ; Boston ; Jena ; London ; New York ; Oxford ; Paris ; Philadelphia ; San Diego ; St. Louis : Elsevier) pp. 1-19 - issn: 1751-1577 - wos: WOS:000568824100012 (8) - scopus: 2-s2.0-85087869239 (7)

11573/1410632 - 2020 - Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling

Cerqueti, Roy; Giacalone, Massimilano; Mattera, Raffaele - 01a Articolo in rivista

rivista: INFORMATION SCIENCES (Amsterdam; Boston: Elsevier 1968-) pp. 1-26 - issn: 0020-0255 - wos: WOS:000532695700001 (33) - scopus: 2-s2.0-85083000897 (41)

11573/1421117 - 2020 - Teams in new ventures: gender, human capital and motivation

Cerqueti, Roy; Lucarelli, Caterina; Marinelli, Nicoletta; Micozzi, Alessandra - 01a Articolo in rivista

rivista: INTERNATIONAL JOURNAL OF GENDER AND ENTREPRENEURSHIP () pp. 145-171 - issn: 1756-6266 - wos: WOS:000514746200001 (11) - scopus: 2-s2.0-85080925911 (15)

11573/1416210 - 2020 - Tsallis entropy for cross-shareholding network configurations

Rotundo, Giulia; Cerqueti, Roy; Ausloos, Marcel - 01a Articolo in rivista

rivista: ENTROPY (Basel : MDPI, 1999-) pp. 1-15 - issn: 1099-4300 - wos: WOS:000554620800001 (3) - scopus: 2-s2.0-85087675200 (3)

11573/1364124 - 2019 - PUBLIC DEBT MANAGEMENT and TAX EVASION

Argentiero, A.; Cerqueti, R. - 01a Articolo in rivista

rivista: MACROECONOMIC DYNAMICS (Cambridge University Press / New York:40 West 20th Street:New York, NY 10011:(800)872-7423, (212)924-3900, EMAIL: journals_subscriptions@cup.org, INTERNET: http://www.journals.cambridge.org, Fax: (212)691-3239) pp. 1-24 - issn: 1365-1005 - wos: WOS:000639360000005 (5) - scopus: 2-s2.0-85067388572 (5)

11573/1364506 - 2019 - An economic efficiency indicator for assessing income opportunities in sustainable waste management

Bartolacci, Francesca; Cerqueti, Roy; Paolini, Antonella; Soverchia, Michela - 01a Articolo in rivista

rivista: ENVIRONMENTAL IMPACT ASSESSMENT REVIEW (New York, Elsevier, etc.) pp. 1-7 - issn: 0195-9255 - wos: WOS:000482513300001 (17) - scopus: 2-s2.0-85066400724 (22)

11573/1364122 - 2019 - Allocation of risk capital in a cost cooperative game induced by a modified expected shortfall

Bernardi, M.; Cerqueti, R.; Palestini, A. - 01a Articolo in rivista

rivista: JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY (Palgrave Publishers Ltd:Porters South, Crinan Street, London N1 9XW United Kingdom:011 44 20 78334000, EMAIL: subscriptions@palgrave.com, INTERNET: http://www.palgrave.com, Fax: 011 44 20 78334640) pp. 1-14 - issn: 0160-5682 - wos: WOS:000503532600001 (4) - scopus: 2-s2.0-85076888184 (3)

11573/1364568 - 2019 - Macro Asset Allocation with Social Impact Investments

Biasin, Massimo; Cerqueti, Roy; Giacomini, Emanuela; Marinelli, Nicoletta; Quaranta, Anna Grazia; Riccetti, Luca - 01a Articolo in rivista

rivista: SUSTAINABILITY (Basel : MDPI) pp. 1-19 - issn: 2071-1050 - wos: WOS:000472632200145 (13) - scopus: 2-s2.0-85067298907 (14)

11573/1364071 - 2019 - Influence measures in subnetworks using vertex centrality

Cerqueti, R.; Clemente, G. P.; Grassi, R. - 01a Articolo in rivista

rivista: SOFT COMPUTING (Heidelberg ; Berlin : Springer) pp. 1-14 - issn: 1432-7643 - wos: WOS:000492563200001 (3) - scopus: 2-s2.0-85074556334 (4)

11573/1364087 - 2019 - Long memory and crude oil’s price predictability

Cerqueti, R.; Fanelli, V. - 01a Articolo in rivista

11573/1364949 - 2019 - Measuring network resilience through connection patterns

Cerqueti, R.; Ferraro, G.; Iovanella, A. - 01a Articolo in rivista

rivista: RELIABILITY ENGINEERING & SYSTEM SAFETY (Elsevier Applied Science:An Imprint of Elsevier Science Ltd, The Boulevard, Langford Lane, Kidlington Oxford OX5 1GB United Kingdom:011 44 1865 843000, 011 44 1865 843699, EMAIL: nlinfo-f@elsevier.nl OR usinfo-f@elsevier.com OR forinfo-kyf04035@niftyserve.or.jp, INTERNET: http://www.elsevier.nl/, Fax: 011 44 1865 843010) pp. 320-329 - issn: 0951-8320 - wos: WOS:000470341400028 (18) - scopus: 2-s2.0-85063318268 (22)

11573/1364127 - 2019 - A Generalized Error Distribution Copula-based method for portfolios risk assessment

Cerqueti, R.; Giacalone, M.; Panarello, D. - 01a Articolo in rivista

rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 687-695 - issn: 0378-4371 - wos: WOS:000476966100054 (18) - scopus: 2-s2.0-85065122460 (19)

11573/1268511 - 2019 - Civic capital and support for the welfare state

Cerqueti, Roy; Sabatini, Fabio; Ventura, Marco - 01a Articolo in rivista

rivista: SOCIAL CHOICE AND WELFARE (Heidelberg ; Berlin : Springer) pp. 313-336 - issn: 1432-217X - wos: WOS:000475986500008 (8) - scopus: 2-s2.0-85069214107 (9)

11573/1364952 - 2019 - Genitourinary tumors: Update on molecular biomarkers for diagnosis, prognosis and prediction of response to therapy

Cimadamore, A.; Scarpelli, M.; Santoni, M.; Massari, F.; Tartari, F.; Cerqueti, R.; Lopez-Beltran, A.; Cheng, L.; Montironi, R. - 01a Articolo in rivista

rivista: CURRENT DRUG METABOLISM (Bentham Science Publishers BV:PO Box 7917, Exec Ste Y 26, Saif Zone Sharjah Uae:011 971 6 5571132, EMAIL: benthams@emirates.net.ae, INTERNET: http://www.bentham.org, Fax: 011 971 6 5571134) pp. 305-312 - issn: 1389-2002 - wos: WOS:000470964700007 (11) - scopus: 2-s2.0-85068074345 (10)

11573/1364134 - 2019 - A joint text mining-rank size investigation of the rhetoric structures of the US Presidents’ speeches

Ficcadenti, V.; Cerqueti, R.; Ausloos, M. - 01a Articolo in rivista

rivista: EXPERT SYSTEMS WITH APPLICATIONS (Oxford, United Kingdom: Elsevier Science Limited) pp. 127-142 - issn: 0957-4174 - wos: WOS:000460711300009 (16) - scopus: 2-s2.0-85060108706 (20)

11573/1364526 - 2018 - Data on the annual aggregated income taxes of the Italian municipalities over the quinquennium 2007-2011

Ausloos, M.; Cerqueti, R.; Mir, T. A. - 01a Articolo in rivista

rivista: DATA IN BRIEF (New York : Elsevier Inc.) pp. 156-159 - issn: 2352-3409 - wos: WOS:000449815400024 (0) - scopus: 2-s2.0-85044128975 (0)

11573/1364560 - 2018 - Exploring how innovation strategies at time of crisis influence performance: a cluster analysis perspective

Ausloos, Marcel; Bartolacci, Francesca; Castellano, Nicola Giuseppe; Cerqueti, Roy - 01a Articolo in rivista

rivista: TECHNOLOGY ANALYSIS & STRATEGIC MANAGEMENT ([London] : Routledge, 1999-.) pp. 484-497 - issn: 1465-3990 - wos: WOS:000425419100009 (18) - scopus: 2-s2.0-85020316959 (23)

11573/1364604 - 2018 - SME investment best strategies. Outliers for assessing how to optimize performance

Ausloos, Marcel; Cerqueti, Roy; Bartolacci, Francesca; Castellano, Nicola G. - 01a Articolo in rivista

rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 754-765 - issn: 0378-4371 - wos: WOS:000441492100061 (4) - scopus: 2-s2.0-85049088260 (5)

11573/1364918 - 2018 - A Theory of Misperception in a Stochastic Dominance Framework and its Application to Structured Financial Products

Castellano, Rosella; Cerqueti, Roy - 01a Articolo in rivista

rivista: IMA JOURNAL OF MANAGEMENT MATHEMATICS (Oxford University Press:Journals Department, Great Clarendon Street, Oxford OX2 6DP United Kingdom:011 44 1865 556767, EMAIL: jnlorders@oup.co.uk, INTERNET: http://www.oup.co.uk, Fax: 011 44 1865 267485) pp. 23-37 - issn: 1471-678X - wos: WOS:000419580500002 (5) - scopus: 2-s2.0-85040102777 (6)

11573/1364564 - 2018 - Intriguing yet simple skewness - kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes

Cerqueti, R.; Ausloos, M. - 01a Articolo in rivista

rivista: JOURNAL OF APPLIED STATISTICS (Carfax Publishing Limited:Rankine Road, Basingstoke RG24 8PR United Kingdom:011 44 1256 813000, EMAIL: madeline.sims@tandf.co.uk, INTERNET: http://www.carfax.co.uk, http://www.tandf.co.uk, Fax: 011 44 1256 330245) pp. 2202-2218 - issn: 0266-4763 - wos: WOS:000443114600006 (7) - scopus: 2-s2.0-85038103922 (7)

11573/1364534 - 2018 - A network-based measure of the socio-economic roots of the migration flows

Cerqueti, R.; Clemente, G. P.; Grassi, R. - 01a Articolo in rivista

rivista: SOCIAL INDICATORS RESEARCH (Dordrecht : Kluwer) pp. 1-20 - issn: 1573-0921 - wos: WOS:000505945700012 (4) - scopus: 2-s2.0-85044359301 (8)

11573/1111349 - 2018 - Stochastic Ising model with flipping sets of spins and fast decreasing temperature

Cerqueti, Roy; De Santis, Emilio - 01a Articolo in rivista

rivista: ANNALES DE L'INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES (Gauthier-Villars:15 rue Gossin, 92543 Montrouge Cedex France:011 33 1 40 926500, Fax: 011 33 1 40 926597) pp. 757-789 - issn: 0246-0203 - wos: WOS:000433052900007 (1) - scopus: 2-s2.0-85046805771 (2)

11573/1074629 - 2018 - Long run analysis of crude oil portfolios

Cerqueti, Roy; Fanelli, Viviana; Rotundo, Giulia - 01a Articolo in rivista

11573/1246675 - 2018 - Does the U.S. exercise contagion on Italy? A theoretical model and empirical evidence

Cerqueti, Roy; Fenga, Livio; Ventura, Marco - 01a Articolo in rivista

rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 436-442 - issn: 0378-4371 - wos: WOS:000428493900041 (8) - scopus: 2-s2.0-85042375890 (8)

11573/1364606 - 2018 - A new measure for community structures through indirect social connections

Cerqueti, Roy; Ferraro, Giovanna; Iovanella, Antonio - 01a Articolo in rivista

rivista: EXPERT SYSTEMS WITH APPLICATIONS (Oxford, United Kingdom: Elsevier Science Limited) pp. 196-209 - issn: 0957-4174 - wos: WOS:000446949300015 (21) - scopus: 2-s2.0-85050717408 (21)

11573/1364592 - 2018 - Copulas, Uncertainty, and False Discovery Rate Control

Cerqueti, Roy; Lupi, Claudio - 01a Articolo in rivista

rivista: INTERNATIONAL JOURNAL OF APPROXIMATE REASONING (Elsevier Science Incorporated / NY Journals:Madison Square Station, PO Box 882:New York, NY 10159:(212)633-3730, EMAIL: usinfo-f@elsevier.com, INTERNET: http://www.elsevier.com, Fax: (212)633-3680) pp. 105-114 - issn: 0888-613X - wos: WOS:000439682900006 (2) - scopus: 2-s2.0-85048559987 (2)

11573/1364484 - 2018 - A Generalized Error Distribution-Based Method for Conditional Value-at-Risk Evaluation

Cerqueti, Roy; Massimiliano, Giacalone; Panarello, Demetrio - 02a Capitolo o Articolo

libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance - (978-3-319-89823-0)

11573/1074621 - 2018 - Investigating the Configurations in Cross-Shareholding: A Joint Copula-Entropy Approach

Cerqueti, Roy; Rotundo, Giulia; Ausloos, Marcel - 01a Articolo in rivista

rivista: ENTROPY (Basel : MDPI, 1999-) pp. - - issn: 1099-4300 - wos: WOS:000426793900057 (16) - scopus: 2-s2.0-85047094963 (16)

11573/1364491 - 2018 - Corruzione e disuguaglianza dei redditi

Coppier, Raffaella; Cerqueti, Roy - 02a Capitolo o Articolo

libro: Disuguaglianze, Giustizia, Legalità - (978-88-255-1445-2)

11573/1364462 - 2018 - La gestione dei rifiuti come problema di rete

Fulvio Minervini, Leo; Cerqueti, Roy - 02a Capitolo o Articolo

libro: Verso l'economia circolare - (978-88-6056-590-7)

11573/1364578 - 2018 - Regular paths in financial markets: investigating the Benford's Law

Riccioni, J.; Cerqueti, R. - 01a Articolo in rivista

rivista: CHAOS, SOLITONS AND FRACTALS (Oxford, United Kingdom: Elsevier Science Limited) pp. 186-194 - issn: 0960-0779 - wos: WOS:000424951300024 (18) - scopus: 2-s2.0-85040218721 (20)

11573/1364946 - 2017 - Long-range properties and data validity for hydrogeological time series: The case of the Paglia river

Ausloos, M.; Cerqueti, R.; Lupi, C. - 01a Articolo in rivista

rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 39-50 - issn: 0378-4371 - wos: WOS:000392793700004 (14) - scopus: 2-s2.0-85003696222 (22)

11573/1364572 - 2017 - Data science for assessing possible tax income manipulation: The case of Italy

Ausloos, Marcel; Cerqueti, Roy; Mir, Tariq A. - 01a Articolo in rivista

rivista: CHAOS, SOLITONS AND FRACTALS (Oxford, United Kingdom: Elsevier Science Limited) pp. 238-256 - issn: 0960-0779 - wos: WOS:000415298800027 (21) - scopus: 2-s2.0-85028397303 (23)

11573/1364500 - 2017 - Assessing efficiency to support waste management companies' strategies

Bartolacci, Francesca; Cerqueti, Roy; Paolini, Antonella; Soverchia, Michela - 02a Capitolo o Articolo

libro: Sardinia 2017. Full Symposium Proceedings - (978-88-6265-010-6)

11573/1364458 - 2017 - Political corruption

Cerqueti, R.; Coppier, R. - 02d Voce di Enciclopedia/Dizionario

libro: Encyclopedia of Law and Economics - (978-1-4614-7883-6)

11573/1364570 - 2017 - Assessing the relationship between toxicity and economic cost of oncological target agents: a systematic review of clinical trials

Cerqueti, R.; Tartari, F.; Conti, A. - 01a Articolo in rivista

rivista: PLOS ONE (San Francisco, CA : Public Library of Science) pp. 1-17 - issn: 1932-6203 - wos: WOS:000408085100062 (2) - scopus: 2-s2.0-85028063038 (2)

11573/1364510 - 2017 - Relevant States and Memory in Markov Chain Bootstrapping and Simulation

Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian - 01a Articolo in rivista

rivista: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 163-177 - issn: 0377-2217 - wos: WOS:000384854500016 (9) - scopus: 2-s2.0-84979771501 (9)

11573/869550 - 2017 - A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping

Cerqueti, Roy; Falbo, Paolo; Pelizzari, Cristian; Ricca, Federica; Scozzari, Andrea - 01a Articolo in rivista

rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht: Kluwer Academic Publishers. Amsterdam; Bussum: Baltzer Science Publishers.) pp. 163-187 - issn: 0254-5330 - wos: WOS:000392331900007 (1) - scopus: 2-s2.0-84964374683 (1)

11573/1364450 - 2017 - A network approach to risk theory and portfolio selection

Cerqueti, Roy; Lupi, Claudio - 02a Capitolo o Articolo

libro: Mathematical and Statistical Methods for Actuarial Sciences and Finance - (978-3-319-50233-5)

11573/1364586 - 2017 - Earthquakes economic costs through rank-size laws

Ficcadenti, Valerio; Cerqueti, Roy - 01a Articolo in rivista

rivista: JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT (Bristol : IOP Publishing) pp. 1-27 - issn: 1742-5468 - wos: WOS:000407772300001 (8) - scopus: 2-s2.0-85028776929 (8)

11573/1364576 - 2016 - Bayesian Estimation and Entropy for Economic Dynamic Stochastic Models: An Exploration of Overconsumption

Argentiero, Amedeo; Bovi, Maurizio; Cerqueti, Roy - 01a Articolo in rivista

rivista: CHAOS, SOLITONS AND FRACTALS (Oxford, United Kingdom: Elsevier Science Limited) pp. 143-157 - issn: 0960-0779 - wos: WOS:000377731100013 (4) - scopus: 2-s2.0-84977948940 (4)

11573/1364566 - 2016 - Regularities and Discrepancies of Credit Default Swaps: a Data Science approach through Benford's Law

Ausloos, Marcel; Castellano, Rosella; Cerqueti, Roy - 01a Articolo in rivista

rivista: CHAOS, SOLITONS AND FRACTALS (Oxford, United Kingdom: Elsevier Science Limited) pp. 8-17 - issn: 0960-0779 - wos: WOS:000379274000002 (20) - scopus: 2-s2.0-84962223902 (21)

11573/1364552 - 2016 - Religion-based Urbanization Process in Italy: Statistical Evidence from Demographic and Economic Data

Ausloos, Marcel; Cerqueti, Roy - 01a Articolo in rivista

rivista: QUALITY AND QUANTITY (Dordrecht : Kluwer) pp. 1539-1565 - issn: 1573-7845 - wos: WOS:000377806100008 (4) - scopus: 2-s2.0-84929698772 (4)

11573/1364544 - 2016 - Forecasting Macroeconomic Fundamentals in Economic Crises

Bovi, Maurizio; Cerqueti, Roy - 01a Articolo in rivista

rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht : Kluwer) pp. 451-469 - issn: 1572-9338 - wos: WOS:000390010800004 (6) - scopus: 2-s2.0-84928714558 (8)

11573/1364598 - 2016 - Sustainable Management of Fossil Fuels: A Dynamic Stochastic Optimization Approach with Jump-Diffusion

Castellano, Rosella; Cerqueti, Roy; Spinesi, Luca - 01a Articolo in rivista

rivista: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 288-297 - issn: 0377-2217 - wos: WOS:000379636100023 (4) - scopus: 2-s2.0-84969256804 (4)

11573/1364602 - 2016 - A universal rank-size law

Cerqueti, Roy; Ausloos, Marcel - 01a Articolo in rivista

rivista: PLOS ONE (San Francisco, CA : Public Library of Science) pp. 1-15 - issn: 1932-6203 - wos: WOS:000386910000092 (37) - scopus: 2-s2.0-84994230229 (38)

11573/1364608 - 2016 - Studies on Regional Wealth Inequalities: the Case of Italy

Cerqueti, Roy; Ausloos, Marcel - 01a Articolo in rivista

rivista: ACTA PHYSICA POLONICA A (POLISH ACAD SCIENCES INST PHYSICS, AL LOTNIKOW 32-46, WARSAW, POLAND, 02-668) pp. 959-964 - issn: 0587-4246 - wos: WOS:000378613400014 (3) - scopus: 2-s2.0-84973474040 (3)

11573/1364445 - 2016 - Optimization Problems

Cerqueti, Roy; Coppier, Raffaella - 02d Voce di Enciclopedia/Dizionario

libro: Encyclopedia of Law and Economics - (978-1-4614-7883-6)

11573/1364502 - 2016 - Corruption, evasion and environmental policy: a game theory approach

Cerqueti, Roy; Coppier, Raffaella - 01a Articolo in rivista

rivista: IMA JOURNAL OF MANAGEMENT MATHEMATICS (Oxford: Oxford University Press.) pp. 235-253 - issn: 1471-6798 - wos: WOS:000374236000008 (21) - scopus: 2-s2.0-84971597359 (23)

11573/1364536 - 2016 - A Game for Exploring Political and Bureaucratic Corruption

Cerqueti, Roy; Coppier, Raffaella - 01a Articolo in rivista

rivista: IMA JOURNAL OF MANAGEMENT MATHEMATICS (Oxford University Press:Journals Department, Great Clarendon Street, Oxford OX2 6DP United Kingdom:011 44 1865 556767, EMAIL: jnlorders@oup.co.uk, INTERNET: http://www.oup.co.uk, Fax: 011 44 1865 267485) pp. 1-23 - issn: 1471-678X - wos: WOS:000455282000002 (2) - scopus: 2-s2.0-85073038037 (3)

11573/1364596 - 2016 - A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption

Cerqueti, Roy; Coppier, Raffaella - 01a Articolo in rivista

rivista: ANNALS OF OPERATIONS RESEARCH (Switzerland: Springer Nature Dordrecht : Kluwer) pp. 71-87 - issn: 1572-9338 - wos: WOS:000382679800006 (6) - scopus: 2-s2.0-84894428209 (7)

11573/1364554 - 2016 - Panel stationary tests against changes in persistence

Cerqueti, Roy; Costantini, Mauro; Gutierrez, Luciano; Westerlund, Joakim - 01a Articolo in rivista

rivista: STATISTICAL PAPERS (Springer Verlag Germany:Tiergartenstrasse 17, D 69121 Heidelberg Germany:011 49 6221 3450, EMAIL: g.braun@springer.de, INTERNET: http://www.springer.de, Fax: 011 49 6221 345229) pp. 1-22 - issn: 0932-5026 - wos: WOS:000487070800004 (2) - scopus: 2-s2.0-85003914712 (2)

11573/1364455 - 2016 - Risk Measures on Networks and Expected Utility

Cerqueti, Roy; Lupi, Claudio - 01a Articolo in rivista

rivista: RELIABILITY ENGINEERING & SYSTEM SAFETY (Elsevier Applied Science:An Imprint of Elsevier Science Ltd, The Boulevard, Langford Lane, Kidlington Oxford OX5 1GB United Kingdom:011 44 1865 843000, 011 44 1865 843699, EMAIL: nlinfo-f@elsevier.nl OR usinfo-f@elsevier.com OR forinfo-kyf04035@niftyserve.or.jp, INTERNET: http://www.elsevier.nl/, Fax: 011 44 1865 843010) pp. 1-8 - issn: 0951-8320 - wos: WOS:000382420800001 (1) - scopus: 2-s2.0-84975784678 (1)

11573/1364524 - 2016 - Non exchangeable copulas and multivariate total positivity

Cerqueti, Roy; Lupi, Claudio - 01a Articolo in rivista

rivista: INFORMATION SCIENCES (Amsterdam; Boston: Elsevier 1968-) pp. 163-169 - issn: 0020-0255 - wos: WOS:000377835100010 (5) - scopus: 2-s2.0-84969791826 (5)

11573/1246661 - 2016 - Innovation, imitation and policy inaction

Cerqueti, Roy; Quaranta, Anna Grazia; Ventura, Marco - 01a Articolo in rivista

11573/1246615 - 2016 - Optimal investment in research and development under uncertainty

Marazzina, Daniele; Cerqueti, Roy; Ventura, Marco - 01a Articolo in rivista

rivista: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS (Dordrecht : Kluwer) pp. 296-309 - issn: 1573-2878 - wos: WOS:000368192700015 (5) - scopus: 2-s2.0-84954385989 (6)

11573/1364926 - 2015 - The impact of innovation on companies’ performance: an entropy-based analysis of the STAR market segment of the Italian Stock Exchange

Bartolacci, F.; Castellano, N. G.; Cerqueti, R. - 01a Articolo in rivista

rivista: TECHNOLOGY ANALYSIS & STRATEGIC MANAGEMENT (Carfax Publishing Limited:Rankine Road, Basingstoke RG24 8PR United Kingdom:011 44 1256 813000, EMAIL: madeline.sims@tandf.co.uk, INTERNET: http://www.carfax.co.uk, http://www.tandf.co.uk, Fax: 011 44 1256 330245) pp. 102-123 - issn: 0953-7325 - wos: WOS:000346407000007 (16) - scopus: 2-s2.0-84919646899 (19)

11573/1364486 - 2015 - Sustainability and ethic view of the future generations

Castellano, Rosella; Cerqueti, Roy - 02a Capitolo o Articolo

libro: Lo sviluppo sostenibile del territorio - (978-88-6056-464-1)

11573/1364495 - 2015 - Signatures of systems with non-exchangeable lifetimes: some implications in the analysis of financial risk

Cerqueti, R.; Spizzichino, F. - 02a Capitolo o Articolo

libro: Theory and Practice of Risk Assessment - Springer Proceedings in Mathematics & Statistics - (978-3-319-18028-1)

11573/1246595 - 2015 - On the coexistence of innovators and imitators

Cerqueti, R; Tramontana, F; Ventura, Marco - 01a Articolo in rivista

11573/1364532 - 2015 - Socio-economical analysis of Italy: The case of hagiotoponym cities

Cerqueti, Roy; Ausloos, Marcel - 01a Articolo in rivista

rivista: SOCIAL SCIENCE JOURNAL (Taylor & Francis Group) pp. 1-4 - issn: 0362-3319 - wos: WOS:000366579600013 (6) - scopus: 2-s2.0-84926162396 (6)

11573/1364542 - 2015 - Cross Ranking of Cities and Regions: Population vs. Income

Cerqueti, Roy; Ausloos, Marcel - 01a Articolo in rivista

rivista: JOURNAL OF STATISTICAL MECHANICS: THEORY AND EXPERIMENT (Bristol : IOP Publishing) pp. 1-28 - issn: 1742-5468 - wos: WOS:000359979700003 (12) - scopus: 2-s2.0-84937820884 (13)

11573/1364488 - 2015 - Corruptibility and Tax Evasion

Cerqueti, Roy; Coppier, Raffaella - 01a Articolo in rivista

rivista: EUROPEAN JOURNAL OF LAW AND ECONOMICS (Kluwer Academic Publishers / Massachusetts:PO Box 358, Accord Station:Hingham, MA 02018:(617)871-6600) pp. 355-373 - issn: 0929-1261 - wos: WOS:000351170500007 (3) - scopus: 2-s2.0-85057606862 (5)

11573/1364480 - 2015 - Approximating Markov Chains for Bootstrapping and Simulation

Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; Pelizzari, Cristian - 02a Capitolo o Articolo

libro: Stochastic Models, Statistics and Their Applications - (978-3-319-13880-0)

11573/1364540 - 2015 - Approximating multivariate Markov chains for bootstrapping through contiguous partitions

Cerqueti, Roy; Falbo, Paolo; Guastaroba, Gianfranco; Pelizzari, Cristian - 01a Articolo in rivista

rivista: OR SPECTRUM (Heidelberg ; Berlin : Springer) pp. 803-841 - issn: 1436-6304 - wos: WOS:000356732400011 (2) - scopus: 2-s2.0-84931573559 (2)

11573/1364580 - 2015 - Evidence of economic regularities and disparities of Italian regions from aggregated tax income size data

Cerqueti, Roy; M., Ausloos - 01a Articolo in rivista

rivista: PHYSICA. A (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 187-207 - issn: 0378-4371 - wos: WOS:000348688200018 (29) - scopus: 2-s2.0-84918831981 (31)

11573/1364588 - 2015 - Statistical Assessment of Regional Wealth Inequalities: the Italian Case

Cerqueti, Roy; M., Ausloos - 01a Articolo in rivista

rivista: QUALITY AND QUANTITY (Dordrecht : Kluwer) pp. 2307-2323 - issn: 1573-7845 - wos: WOS:000362040900006 (16) - scopus: 2-s2.0-84942902746 (20)

11573/648659 - 2015 - A review of aggregation techniques for agent-based models: understanding the presence of long-term memory

Cerqueti, Roy; Rotundo, Giulia - 01a Articolo in rivista

rivista: QUALITY & QUANTITY (Dordrecht; London; Boston; Amsterdam: Springer Nature Dordrecht; London; Boston; Amsterdam: Kluwer Academic Publishers; Elsevier Scientific) pp. 1693-1717 - issn: 0033-5177 - wos: WOS:000355922200025 (2) - scopus: 2-s2.0-84930766692 (3)

11573/1246613 - 2015 - Risk and uncertainty in the patent race. A probabilistic model

Cerqueti, Roy; Ventura, Marco - 01a Articolo in rivista

rivista: IMA JOURNAL OF MANAGEMENT MATHEMATICS (Oxford University Press:Journals Department, Great Clarendon Street, Oxford OX2 6DP United Kingdom:011 44 1865 556767, EMAIL: jnlorders@oup.co.uk, INTERNET: http://www.oup.co.uk, Fax: 011 44 1865 267485) pp. 36-62 - issn: 1471-678X - wos: WOS:000350203700003 (9) - scopus: 2-s2.0-84922467541 (9)

11573/1364556 - 2014 - Mean-variance portfolio selection in presence of unfrequently traded stocks

Castellano, R.; Cerqueti, R. - 01a Articolo in rivista

rivista: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 442-449 - issn: 0377-2217 - wos: WOS:000330750400011 (21) - scopus: 2-s2.0-84890857945 (25)

11573/1364468 - 2014 - Polymorphic Crisis- Readings on the Great Recession of the 21st century

Cerqueti, R. - 06a Curatela

11573/1364482 - 2014 - A multidisciplinary view of the financial crisis: some introductory words

Cerqueti, R. - 02a Capitolo o Articolo

libro: Polymorphic Crisis - Readings on the Great Recession of the 21st century - (9788860564108)

11573/1364538 - 2014 - Symmetries of systems with spatially bounded domains

Cerqueti, R.; Sarnari, F. - 01a Articolo in rivista

rivista: JOURNAL OF ADVANCED RESEARCH IN DYNAMICAL AND CONTROL SYSTEMS (Irvine, Calif. : Institute of Advanced Scientific Research) pp. 11-25 - issn: 1943-023X - wos: (0) - scopus: 2-s2.0-84891774036 (0)

11573/1364522 - 2014 - Exhaustion of Resources: a Marked Temporal Process Framework

Cerqueti, Roy - 01a Articolo in rivista

rivista: STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT (Berlin; Heidelberg: Springer) pp. 1023-1033 - issn: 1436-3240 - wos: WOS:000334446000021 (8) - scopus: 2-s2.0-84898542242 (8)

11573/1246579 - 2014 - Patent valuation under spatial point processes with delayed and decreasing jump intensity

Cerqueti, Roy; Ventura, Marco - 01a Articolo in rivista

rivista: THE B.E. JOURNAL OF THEORETICAL ECONOMICS (Berkeley, CA : Berkeley Electronic Press,) pp. 433-465 - issn: 1935-1704 - wos: WOS:000355634400011 (3) - scopus: 2-s2.0-84930703567 (4)

11573/68271 - 2014 - A disutility-based drift control for exchange rates

D'ecclesia, Rita Laura; Castellano, R; Cerqueti, R. - 01a Articolo in rivista

rivista: OPTIMIZATION (Basingstoke: Taylor & Francis Limited) pp. 255-269 - issn: 0233-1934 - wos: WOS:000330705000006 (0) - scopus: 2-s2.0-84893617333 (0)

11573/1364594 - 2014 - A quantitative view on policymakers’ goal, institutions and tax evasion

Maurizio, Bovi; Cerqueti, Roy - 01a Articolo in rivista

rivista: QUALITY AND QUANTITY (Dordrecht : Kluwer) pp. 1493-1510 - issn: 1573-7845 - wos: WOS:000337053100022 (3) - scopus: 2-s2.0-84897431070 (3)

11573/1364574 - 2014 - Benford's law predicted digit distribution of aggregated income taxes: the surprising conformity of Italian cities and regions

T. A., Mir; M., Ausloos; Cerqueti, Roy - 01a Articolo in rivista

rivista: EUROPEAN PHYSICAL JOURNAL. B, CONDENSED MATTER AND COMPLEX SYSTEMS (Heidelberg : Springer, 1998-) pp. 1-9 - issn: 1434-6036 - wos: WOS:000344646000002 (29) - scopus: 2-s2.0-84919754614 (31)

11573/1364582 - 2013 - Roots and Effects of Financial Misperception in a Stochastic Dominance Framework

Castellano, Rosella; Cerqueti, Roy - 01a Articolo in rivista

rivista: QUALITY AND QUANTITY (Dordrecht : Kluwer) pp. 3371-3389 - issn: 1573-7845 - wos: WOS:000323671200025 (3) - scopus: 2-s2.0-84883301153 (5)

11573/1364475 - 2013 - Il ruolo della pioggia nella finanza moderna

Cerqueti, R. - 02a Capitolo o Articolo

libro: L'acqua: diritto per tutti o profitto per pochi? - (9788860563651)

11573/1364558 - 2013 - Economic interactions and social tolerance: A dynamic perspective

Cerqueti, Roy; Luca, Correani; Giuseppe, Garofalo - 01a Articolo in rivista

rivista: ECONOMICS LETTERS (Amsterdam Netherlands: Elsevier BV) pp. 458-463 - issn: 0165-1765 - wos: WOS:000323994500024 (20) - scopus: 2-s2.0-84879570563 (21)

11573/1364562 - 2013 - New results on the convergence of random matrices

Cerqueti, Roy; M., Costantini - 01a Articolo in rivista

rivista: STATISTICS (Taylor & Francis Limited:Rankine Road, Basingstoke RG24 8PR United Kingdom:011 44 1256 813035, EMAIL: madeline.sims@tandf.co.uk, info@tandf.co.uk, INTERNET: http://www.tandf.co.uk, Fax: 011 44 1256 330245) pp. 663-671 - issn: 0233-1888 - wos: WOS:000324368000001 (0) - scopus: 2-s2.0-84884485320 (0)

11573/1364504 - 2013 - A Tabu Search Heuristic Procedure in Markov Chain Bootstrapping

Cerqueti, Roy; P., Falbo; G., Guastaroba; C., Pelizzari - 01a Articolo in rivista

rivista: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 367-384 - issn: 0377-2217 - wos: WOS:000315080300015 (7) - scopus: 2-s2.0-84873740071 (9)

11573/514056 - 2013 - Extension of dependence properties to semi-copulas and applications to the mean-variance model

Cerqueti, Roy; Spizzichino, Fabio - 01a Articolo in rivista

rivista: FUZZY SETS AND SYSTEMS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 99-108 - issn: 0165-0114 - wos: WOS:000317886300008 (2) - scopus: 2-s2.0-84875723869 (3)

11573/1364444 - 2012 - The Impact of Innovation on the Italian Listed Companies’ Performance

Bartolacci, F.; Castellano, N. G.; Cerqueti, R. - 04b Atto di convegno in volume

congresso: Eighteenth International Working Seminar on Production Economics (Innsbruck)

libro: Eighteenth International Working Seminar on Production Economics - ()

11573/1364590 - 2012 - Optimal consumption/investment problem with light stocks: A mixed continuous-discrete time approach

Castellano, R.; Cerqueti, R. - 01a Articolo in rivista

rivista: APPLIED MATHEMATICS AND COMPUTATION (New York: Elsevier [etc.]) pp. 6887-6898 - issn: 0096-3003 - wos: WOS:000299847700028 (5) - scopus: 2-s2.0-84856391994 (5)

11573/1364489 - 2012 - L'evitabilità dell'estinzione di una risorsa naturale

Cerqueti, R. - 02a Capitolo o Articolo

libro: Oikos: la radice comune di economia e di ecologia - (9788860563118)

11573/498001 - 2012 - A Mixed Integer Linear Programming Approach to Markov Chain Bootstrapping

Cerqueti, R.; Falbo, P.; Pelizzari, C.; Ricca, Federica; Scozzari, A. - 13a Altro ministeriale

11573/625594 - 2012 - The Role of Diversity in Persistence Aggregation

Cerqueti, R.; Rotundo, Giulia - 01a Articolo in rivista

rivista: INTERNATIONAL JOURNAL OF INTELLIGENT SYSTEMS ([New York, N.Y.] : John Wiley & Sons) pp. 176-187 - issn: 1098-111X - wos: WOS:000298596400007 (2) - scopus: 2-s2.0-84855176831 (3)

11573/1364550 - 2012 - Financing policies via stochastic control: a dynamic programming approach

Cerqueti, Roy - 01a Articolo in rivista

rivista: JOURNAL OF GLOBAL OPTIMIZATION (Kluwer Academic Publishers:Journals Department, PO Box 322, 3300 AH Dordrecht Netherlands:011 31 78 6576050, EMAIL: frontoffice@wkap.nl, kluweronline@wkap.nl, INTERNET: http://www.kluwerlaw.com, Fax: 011 31 78 6576254) pp. 539-561 - issn: 0925-5001 - wos: WOS:000305196500009 (8) - scopus: 2-s2.0-84863727615 (9)

11573/1364546 - 2012 - Corruption, growth and ethnolinguistic fractionalization: a theoretical game model

Cerqueti, Roy; Coppier, Raffaella; G., Piga - 01a Articolo in rivista

rivista: JOURNAL OF ECONOMICS (Vienna Austria: Springer-Verlag Wien) pp. 153-181 - issn: 0931-8658 - wos: WOS:000304646000004 (26) - scopus: 2-s2.0-84861685547 (27)

11573/1364530 - 2012 - The perspective of a bank in granting credits: an optimization model

Cerqueti, Roy; Quaranta, Anna Grazia - 01a Articolo in rivista

rivista: OPTIMIZATION LETTERS (Springer Berlin Heidelberg) pp. 867-882 - issn: 1862-4472 - wos: WOS:000304624700005 (5) - scopus: 2-s2.0-84861668685 (5)

11573/1364520 - 2012 - Illegal finance and usurers behavior

R., Barone; Cerqueti, Roy; Quaranta, Anna Grazia - 01a Articolo in rivista

rivista: EUROPEAN JOURNAL OF LAW AND ECONOMICS (Kluwer Academic Publishers / Massachusetts:PO Box 358, Accord Station:Hingham, MA 02018:(617)871-6600) pp. 265-277 - issn: 0929-1261 - wos: WOS:000308440200002 (4) - scopus: 2-s2.0-77957272884 (4)

11573/1364493 - 2011 - WHY IS THE TAX EVASION SO PERSISTENT?

Bovi, M.; Cerqueti, R. - 02a Capitolo o Articolo

libro: Progress in Economics - (9781613246436)

11573/1364516 - 2011 - The optimal bid/ask spread in a Specialist System

Castellano, R.; Cerqueti, R. - 01a Articolo in rivista

rivista: ECONOMIC MODELLING (-[Amsterdam] : Elsevier Science Limited -Guildford: Butterworth Scientific.) pp. 2247-2253 - issn: 0264-9993 - wos: WOS:000294394500019 (1) - scopus: 2-s2.0-79960012301 (2)

11573/1364469 - 2011 - Laghi poco profondi: un modello matematico di interazione tra economia e inquinamento

Cerqueti, R. - 02a Capitolo o Articolo

libro: Economia, Ambiente e Società - (9788860562630)

11573/1364584 - 2011 - Economic growth, corruption and tax evasion

Cerqueti, Roy; Coppier, Raffaella - 01a Articolo in rivista

rivista: ECONOMIC MODELLING (-[Amsterdam] : Elsevier Science Limited -Guildford: Butterworth Scientific.) pp. 489-500 - issn: 0264-9993 - wos: WOS:000286688900051 (39) - scopus: 2-s2.0-78650233513 (53)

11573/1364518 - 2011 - Testing for rational bubbles in the presence of structural breaks: Evidence from nonstationary panels

Cerqueti, Roy; M., Costantini - 01a Articolo in rivista

rivista: JOURNAL OF BANKING & FINANCE (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 2598-2605 - issn: 0378-4266 - wos: WOS:000294037800008 (12) - scopus: 2-s2.0-79960906606 (11)

11573/1364478 - 2010 - Light Stocks and Wealth Allocation

Castellano, Rosella; Cerqueti, Roy - 04b Atto di convegno in volume

congresso: MEC EurOPT 2010 (Izmir, Turkey.)

libro: 24th Mini EURO Conference On Continuous Optimization and Information-Based Technologies in The Financial Sector - MEC EurOPT 2010: Selected Papers - (9789955285984)

11573/625609 - 2010 - Options with underlying asset driven by a fractional brownian motion: crossing barriers estimates

Cerqueti, R.; Rotundo, Giulia - 01a Articolo in rivista

rivista: NEW MATHEMATICS AND NATURAL COMPUTATION (NMNC) (Singapore, World Scientific Publishing) pp. 109-118 - issn: 1793-0057 - wos: (0) - scopus: (0)

11573/1364514 - 2010 - Some Nonparametric Asymptotic Results for a Class of Stochastic Processes

Cerqueti, Roy; Costantini, M. - 01a Articolo in rivista

rivista: COMMUNICATIONS IN STATISTICS. THEORY AND METHODS (Attuale: -PHILADELPHIA, USA, PA: TAYLOR & FRANCIS INC, Primo editore: -Madison Avenue:New York: Marcel Dekker Incorporated) pp. 1-9 - issn: 0361-0926 - wos: WOS:000279839600006 (0) - scopus: 2-s2.0-77954653980 (0)

11573/625615 - 2010 - Memory property in heterogeneously populated markets

Rotundo, Giulia; Cerqueti, Roy - 02a Capitolo o Articolo

libro: Preferences and Decisions - ()

11573/625616 - 2010 - Firms clustering in presence of technological renewal processes

Rotundo, Giulia; Cerqueti, Roy - 02a Capitolo o Articolo

congresso: 6th International Conference on Nonlinear Economic Dynamics (Jonkoping, Sweden)

libro: Nonlinear Economic Dynamics - (9781616687885)

11573/1364528 - 2010 - A dynamic stochastic model of asset pricing with heterogeneous beliefs

S., Brianzoni; Cerqueti, Roy; Michetti, Elisabetta - 01a Articolo in rivista

rivista: COMPUTATIONAL ECONOMICS (-Dordrecht.SPRINGER -London ; Dordrecht ; Boston : Kluwer Academic Publishers) pp. 165-188 - issn: 0927-7099 - wos: WOS:000273481100004 (2) - scopus: 2-s2.0-79751537406 (3)

11573/362133 - 2009 - A spatial mixed Poisson framework for combination of excess loss and proportional reinsurance contract

Cerqueti, R.; Foschi, R.; Spizzichino, Fabio - 01a Articolo in rivista

11573/1364548 - 2009 - Asymptotic solutions of a generalized eigenvalue problem

Cerqueti, R.; M, Costantini - 01a Articolo in rivista

rivista: APPLIED MATHEMATICAL SCIENCES (Ruse : Hikari Ltd, 2007- Bulgaria, EU: HIKARI LTD,) pp. 2985-2999 - issn: 1312-885X - wos: (0) - scopus: 2-s2.0-77950995036 (0)

11573/1364451 - 2009 - A Characterization of the Dickey-Fuller Distribution, With Some Extensions to the Multivariate Case

Cerqueti, R.; M, Costantini; C, Lupi - 13a Altro ministeriale

libro: Economics & Statistics Discussion Papers University of Molise, Dept. SEGeS. - ()

11573/1364464 - 2009 - A Characterization of the Dickey-Fuller Distribution With Some Extensions to the Multivariate Case

Cerqueti, R.; M, Costantini; C, Lupi - 04b Atto di convegno in volume

libro: JSM Proceedings, Business and Economic Statistics Section. - (9780979174773)

11573/1364474 - 2009 - New panel tests to assess inflation persistence

Cerqueti, R.; M, Costantini; L, Gutierrez - 13a Altro ministeriale

libro: Working Papers - Macerata University, Department of Finance and Economic Sciences, - ()

11573/1364467 - 2009 - Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping

Cerqueti, R.; P, Falbo; C, Pelizzari - 13a Altro ministeriale

libro: Working Paper - Macerata University, Department of Finance and Economic Sciences - ()

11573/1364508 - 2009 - Dynamic Programming via Measurable Selection

Cerqueti, Roy - 01a Articolo in rivista

rivista: PACIFIC JOURNAL OF OPTIMIZATION (Yokohama Publishers) pp. 169-181 - issn: 1348-9151 - wos: WOS:000262691200013 (4) - scopus: 2-s2.0-79958204699 (4)

11573/1364512 - 2009 - Tax revenues, fiscal corruption and "shame" costs

Cerqueti, Roy; Coppier, Raffaella - 01a Articolo in rivista

rivista: ECONOMIC MODELLING (-[Amsterdam] : Elsevier Science Limited -Guildford: Butterworth Scientific.) pp. 1239-1244 - issn: 0264-9993 - wos: WOS:000270646400012 (19) - scopus: 2-s2.0-69849093364 (25)

11573/1364465 - 2009 - Corruption, growth and ethnolinguistic fractionalization:a theoretical model

Coppier, R.; Cerqueti, R; Piga, G - 13a Altro ministeriale

libro: Quaderni del Dipartimento di Istituzioni Economiche e Finanziarie, Università di Macerata. - ()

11573/1364442 - 2009 - Why is the Tax Evasion so Persistent?

M, Bovi; Cerqueti, R. - 13a Altro ministeriale

libro: ISAE Working Papers - ()

11573/979926 - 2009 - Companies' decisions for profit maximization: A structural model

Rotundo, Giulia; Cerqueti, Roy - 01a Articolo in rivista

rivista: APPLIED MATHEMATICAL SCIENCES (Ruse : Hikari Ltd, 2007- Bulgaria, EU: HIKARI LTD,) pp. 1327-1340 - issn: 1312-885X - wos: (0) - scopus: 2-s2.0-77950948575 (1)

11573/1364471 - 2008 - A Dynamic Stochastic Asset Pricing Model with Heterogeneous Agents

Brianzoni, S.; Cerqueti, R.; Michetti, E. - 04b Atto di convegno in volume

congresso: XXXII Convegno AMASES (Trento)

libro: atti del XXXII convegno AMASES - ()

11573/1364941 - 2008 - On the asymptotic behaviour of random matrices in a multivariate statistical model

Cerqueti, R.; Costantini, M. - 01a Articolo in rivista

rivista: STATISTICS & PROBABILITY LETTERS (Elsevier BV:PO Box 211, 1000 AE Amsterdam Netherlands:011 31 20 4853757, 011 31 20 4853642, 011 31 20 4853641, EMAIL: nlinfo-f@elsevier.nl, INTERNET: http://www.elsevier.nl, Fax: 011 31 20 4853598) pp. 2039-2045 - issn: 0167-7152 - wos: WOS:000259885200007 (1) - scopus: 2-s2.0-50649084563 (1)

11573/1364498 - 2008 - Dynamics of financial time series in an inhomogeneous framework

Cerqueti, R.; Rotundo, G - 02a Capitolo o Articolo

libro: Mathematical and Statistical Methods in Insurance and Finance - (9788847007031)

11573/979935 - 2008 - Dynamics of financial time series in an inhomogeneous aggregation framework

Cerqueti, Roy; Rotundo, Giulia - 02a Capitolo o Articolo

libro: Mathematical and Statistical Methods in Insurance and Finance - (9788847007031)

11573/1364453 - 2007 - A dynamic stochastic model of asset pricing with heterogeneous beliefs

Brianzoni, S; Cerqueti, R; Michetti, E. - 04b Atto di convegno in volume

congresso: NET2007 Networks: topology and dynamics (Urbino)

libro: - - ()

11573/1364454 - 2007 - Non parametric Fractional Cointegration Analysis

Cerqueti, R.; M, Costantini - 13a Altro ministeriale

libro: ISAE Working Papers - ()

11573/1364457 - 2007 - Change in persistence tests for panels

Cerqueti, R.; M, Costantini; L, Gutierrez - 13a Altro ministeriale

libro: Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS - ()

11573/979930 - 2007 - Productivity and costs for firms in presence of technology renewal processes

Cerqueti, Roy; Rotundo, Giulia - 01a Articolo in rivista

rivista: INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH (Blackwell Publishing Limited:9600 Garsington Road, Oxford OX4 2DQ United Kingdom:011 44 1865 776868 , (781)388-8200, EMAIL: agentservices@oxon.blackwellpublishing.com, e-help@blackwellpublishers.co.uk, INTERNET: http://www.blackwellpublishing.com, Fax: 011 44 1865 714591) pp. 521-534 - issn: 0969-6016 - wos: (0) - scopus: 2-s2.0-85040391985 (1)

11573/1364447 - 2007 - A stochastic model for financiers

R, Barone; Cerqueti, R.; Quaranta, A. G. - 13a Altro ministeriale

libro: Working Papers - Macerata University, Department of Finance and Economic Sciences - ()

11573/1359474 - 2007 - Processi di rinnovamento nei cluster di imprese

Rotundo, Giulia; Cerqueti, Roy - 02a Capitolo o Articolo

libro: Capitalismo distrettuale, localismi d’impresa, globalizzazione - (9988884536068)

11573/330069 - 2006 - Exchange rate modelling: an utility-based stochastic control approach

Castellano, R.; Cerqueti, Roy; D'ecclesia, R. L. - 04a Atto di comunicazione a congresso

libro: XXXConvegno AMASES - ()

11573/333014 - 2006 - Exchange Rates Modeling: an Utility-Based Stochastic Control Approach

Castellano, R.; Cerqueti, Roy; D'ecclesia, R. L. - 04a Atto di comunicazione a congresso

libro: XXI European Conference on Operational Research. - ()

11573/322428 - 2006 - Testing for rational bubbles

Cerqueti, Roy; Costantini, M. - 13a Altro ministeriale

11573/330067 - 2006 - A disutility based drift control.

R., Castellano; Cerqueti, Roy; Decclesia, R. L. - 04a Atto di comunicazione a congresso

libro: III International Summer School on Risk Measurement and Control - ()

11573/330068 - 2006 - Exchange rate modelling: a disutility based stochastic control approach

R., Castellano; Cerqueti, Roy; D'ecclesia, R. L. - 04a Atto di comunicazione a congresso

libro: MARF2 - ()

11573/1364460 - 2005 - Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes

Cerqueti, R.; M, Costantini - 13a Altro ministeriale

libro: Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS - ()

11573/1364472 - 2005 - Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order

Cerqueti, R.; M, Costantini - 13a Altro ministeriale

libro: Economics & Statistics Discussion Papers, University of Molise, Dept. SEGeS - ()

11573/1114820 - 2005 - Options with underlying asset driven by a fractional brownian motion: crossing barriers estimates

Cerqueti, R.; Rotundo, G - 04b Atto di convegno in volume

congresso: Fourth International Workshop on Computational Intelligence in Economics and Finance” (CIEF'2005), hold into the framework of the “Eighth Joint Conference on Information Sciences” (JCIS 2005) (Salt Lake City, USA)

libro: 4th International Conference on Computational Intelligence in Economics and Finance - (9781605603223)

11573/1114814 - 2003 - Microeconomic modeling of financial time series with long term memory

Cerqueti, R.; Rotundo, G - 04b Atto di convegno in volume

congresso: Proceedings of IEEE International Conference on Computational Intelligence for Financial Engineering (Hong Kong, China)

libro: Proceedings of the IEEE - (0-7803-7654-4)