Sfoglia per Autore
Microeconomic modeling of financial time series with long term memory
2003 Cerqueti, R.; Rotundo, G
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes
2005 Cerqueti, R.; M, Costantini
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order
2005 Cerqueti, R.; M, Costantini
Options with underlying asset driven by a fractional brownian motion: crossing barriers estimates
2005 Cerqueti, R.; Rotundo, G
Exchange rate modelling: an utility-based stochastic control approach
2006 Castellano, R.; Cerqueti, Roy; D'Ecclesia, R. L.
A disutility based drift control.
2006 R., Castellano; Cerqueti, Roy; Decclesia, R. L.
Testing for rational bubbles
2006 Cerqueti, Roy; Costantini, M.
Exchange Rates Modeling: an Utility-Based Stochastic Control Approach
2006 Castellano, R.; Cerqueti, Roy; D'Ecclesia, R. L.
Exchange rate modelling: a disutility based stochastic control approach
2006 R., Castellano; Cerqueti, Roy; D'Ecclesia, R. L.
A dynamic stochastic model of asset pricing with heterogeneous beliefs
2007 Brianzoni, S; Cerqueti, R; Michetti, E.
A stochastic model for financiers
2007 R, Barone; Cerqueti, R.; Quaranta, A. G.
Non parametric Fractional Cointegration Analysis
2007 Cerqueti, R.; M, Costantini
Change in persistence tests for panels
2007 Cerqueti, R.; M, Costantini; L, Gutierrez
Productivity and costs for firms in presence of technology renewal processes
2007 Cerqueti, Roy; Rotundo, Giulia
Processi di rinnovamento nei cluster di imprese
2007 Rotundo, Giulia; Cerqueti, Roy
A Dynamic Stochastic Asset Pricing Model with Heterogeneous Agents
2008 Brianzoni, S.; Cerqueti, R.; Michetti, E.
Dynamics of financial time series in an inhomogeneous framework
2008 Cerqueti, R.; Rotundo, G
On the asymptotic behaviour of random matrices in a multivariate statistical model
2008 Cerqueti, R.; Costantini, M.
Dynamics of financial time series in an inhomogeneous aggregation framework
2008 Cerqueti, Roy; Rotundo, Giulia
Why is the Tax Evasion so Persistent?
2009 M, Bovi; Cerqueti, R.
Legenda icone
- file ad accesso aperto
- file disponibili sulla rete interna
- file disponibili agli utenti autorizzati
- file disponibili solo agli amministratori
- file sotto embargo
- nessun file disponibile