Roy Cerqueti
· “New results on the convergence of random matrices”, (con M. Costantini), Statistics, 2012
· “A disutility-based drift control for exchange rates”, (con R. Castellano e R.L. D’Ecclesia), Optimization, 2012
· “The role of diversity in persistence aggregation”, (con G. Rotundo), International Journal of Intelligent Systems, vol. 27, n.2, 2012
· “Optimal consumption/investment problem with light stock: A mixed continuous-discrete time approach”, (con R. Castellano), Applied Mathematics and Computation, vol. 218, n. 12, 2012
· “Corruption, growth and ethnic fractionalization: a theoretical model”, (con R. Coppier e G. Piga), Journal of Economics, 2011
· “Why is the Tax Evasion so Persistent?”, (con M. Bovi), in A. Tavidze (a cura di), Progress in Economics Research, vol. 24, Nova Science Publishers, New York, 2011
· “Testing for rational bubbles in the presence of structural breaks: Evidence from non stationary panels”, (con M. Costantini), Journal of Banking and Finance, vol. 35, n. 10, 2011
· “Economic growth, corruption and tax evasion”, (con R. Coppier), Economic Modelling, vol. 28, n. 1-2, 2011
· “Laghi poco profondi: un modello matematico di interazione tra economia e inquinamento”, in P. Rovati (a cura di), Economia, Ambiente e Società, EUM Edizioni Università di Macerata, Macerata, 2011
· “The perspective of a bank in granting credits: an optimization model”, (con A.G. Quaranta), Optimization Letters, 2011
· “Financing policies via stochastic control: a dynamic programming approach”, Journal of Global Optimization, 2011
· “The optimal bid/ask spread in a specialist system”, (con R. Castellano), Economic Modelling, Vol. 28, n. 5, 2011
· “Memory Property in Heterogeneously Populated Markets”, (con G. Rotundo), in S. Greco et al. (a cura di), Preferences and Decision. Studies in Fuzziness and Soft Computing, vol. 257, 2010
· “Some Nonparametric Asymptotic Results for a Class of Stochastic Processes”, (con M. Costantini), Communications in Statistics: Theory and Methods, vol. 39, n. 14, 2010
· “Options with underlying asset driven by a fractional brownian motion: crossing barriers estimates”, (con G. Rotundo), New Mathematincs and Natural Computation, vol. 6, n. 1 , 2010
· “A dynamics stochastic model of asset pricing with heterogeneous beliefs”, (con S. Brianzoni e E. Michetti), Computational Economics, vol. 35, n. 2, 2010
· “Illegal finance and usurers behavior”, (con A.G. Quaranta e R. Barone), European Journal of Law and Economics, 2010
· “Roots and Effects of Investments’ Misperception”, (con R. Castellano), Quaderni del Dipartimento di istituzioni economiche e finanziarie, n. 62, Università degli Studi di Macerata, 2010
· “Light stock and wealth allocation”, (con R. Castellano), in R. Kasimbeyli, C. Dinçer, S. Özpeynirci e L. Sakalauskas (a cura di), MEC EurOPT 2010 Selected Paper, Vilnius Gediminas Technical University, Vilnius, Lithuania, 2010
· “Optimal Dimension of Transition Probability Matrices for Markov Chain Bootstrapping”, (con P. Falbo e C. Pelizzari), Quaderni del Dipartimento di istituzioni economiche e finanziarie, n. 53, Università degli Studi di Macerata, 2009
· “Asymptotic Solutions of a Generalized Eigenvalue Problem”, (con M. Costantini), Applied Mathematical Sciences, vol. 3, n. 60, 2009
· “Tax revenues, fiscal corruption and ‘shame’ costs”, (con R. Coppier), Economic Modelling, vol. 26, n. 6, 2009
· “A Spatial Mixed Poisson Framework for Combination of Excess of Loss and Proportional Reinsurance Contracts”, (con R. Foschi e F. Spizzichino), Insurance: Mathematics and Economics, vol. 45, n. 1, 2009
· “Companies’ decisions for profit maximization: a structural model”, (con G. Rotundo), Applied Mathematical Sciences, vol. 3, n. 27, 2009
· “Dynamic Programming via Measurable Selection”, Pacific Journal of Optimization, vol. 5, n. 1, 2009
· “New Panel tests to assess inflation persistence”, (con M. Costantini e L. Gutierrez), Quaderni del Dipartimento di istituzioni economiche e finanziarie, n. 54, Università degli Studi di Macerata, 2009
· “Change in persistence tests for panels: An update and some new results”, (con M. Costantini e L. Gutierrez), Economics & Statistics Discussion Papers edsp08043, Università del Molise, Dip. SEGeS, 2008
· “On the asymptotic behaviour of random matrices in a multivariate statistical model”, (con M. Costantini), Statistics and Probability Letters, Vol. 78, Issue 14, 2008
· “Dynamic of financial time series in an inhomogeneous aggregation framework”, (con G. Rotundo), in C. Perna e M. Sibillo (a cura di), Mathematical and statistical methods in insurance and finance, Springer, 2008
· “Processi di rinnovamento nei cluster di imprese”, (con G. Rotundo), in G. Garofalo (a cura di), Capitalismo distrettuale, localismi d’impresa, globalizzazione, Firenze University Press, 2008
· “Change in persistence tests for panels”, (con M. Costantini e L. Gutierrez), Economics & Statistics Discussion Papers edsp07040, Università del Molise, Dip. SEGeS, 2007
· “A stochastic model for financiers”, (con R. Barone e A.G. Quaranta), Quaderni del Dipartimento di Istituzioni economiche e finanziarie, n. 42, Università degli Studi di Macerata, 2007
· “Nonparametric Fractional Cointegration Analysis”, (con M. Costantini), ISAE Working Paper, n. 78, 2007
· “Productivity and costs for growing firms in presence of technological renewal processes”, (con G. Rotundo), International Transactions in Operational Research, n. 14, 2007
· “Exchange Rates Modeling: an Utility-Based Stochastic Control Approach”, (con R. Castellano e R.L. D’Ecclesia), Proceedings of 21st European Conference on Operational Research, Reykjavik, Iceland - Atti del XXX Convegno AMASES, Trieste, 2006
· “Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes”, (con M. Costantini), Economics & Statistics Discussion Papers edsp05027, Università del Molise, Dip. SEGeS, 2005
· “Generalization of nonparametric analysis for integrated processes of integer order”, (con M. Costantini), Economics & Statistics Discussion Papers edsp05026, Università del Molise, Dip. SEGeS, 2005
· “Optimal financing policies via a stochastic control problem with exit time”, in Proceedings of Third World Congress of Bachelier Finance Society, Chicago, 2004
· “Microeconomic modeling of financial time series with long term memory”, (con G. Rotundo), in Computational Intelligence for Financial Engineering, Hong Kong, China, 2003