Sfoglia per Autore
Microeconomic modeling of financial time series with long term memory
2003-01-01 Cerqueti, Roy; Rotundo, G.
Generalization of a nonparametric co-integration analysis for multivariate integrated processes of an integer order
2005-01-01 Cerqueti, Roy; Costantini, M.
Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes
2005-01-01 Cerqueti, Roy; Costantini, M.
Testing for rational bubbles
2006-01-01 Cerqueti, Roy; Costantini, M.
International Summer School on Risk Measurement and Control
2006-01-01 Cerqueti, Roy
A Stochastic Model for Financiers
2007-01-01 Barone, R.; Cerqueti, Roy; Quaranta, ANNA GRAZIA
A stochastic model for financiers
2007-01-01 Barone, R; Cerqueti, Roy; Quaranta, ANNA GRAZIA
Processi di rinnovamento nei cluster di imprese
2007-01-01 Cerqueti, Roy; Rotundo, G.
Non parametric Fractional Cointegration Analysis
2007-01-01 Cerqueti, Roy; Costantini, M.
A dynamic stochastic model of asset pricing with heterogeneous beliefs
2007-01-01 Brianzoni, S; Cerqueti, Roy; Michetti, Elisabetta
Change in persistence tests for panels
2007-01-01 Cerqueti, Roy; Costantini, M; Gutierrez, L.
Productivity and costs for growing firms in presence of technological renewal processes
2007-01-01 Cerqueti, Roy; Rotundo, G.
Energia e crescita economica: sviluppo ed analisi di modelli
2008-01-01 Mammana, Cristiana; Michetti, Elisabetta; Castellano, Rosella; Scaccia, Luisa; Cerqueti, Roy
A Disutility-Based Drift Control for Exchange Rates
2008-01-01 Castellano, Rosella; Cerqueti, Roy; D'Ecclesia, R.
A Dynamic Stochastic Asset Pricing Model with Heterogeneous Agents
2008-01-01 S., Brianzoni; Cerqueti, Roy; Michetti, Elisabetta
Change in persistence tests for panels: An update and some new results
2008-01-01 Cerqueti, Roy; Costantini, M; Gutierrez, L.
On the asymptotic behaviour of random matrices in a multivariate statistical model
2008-01-01 Cerqueti, Roy; Costantini, M.
Dynamics of financial time series in an inhomogeneous framework
2008-01-01 Cerqueti, Roy; Rotundo, G.
A Characterization of the Dickey-Fuller Distribution With Some Extensions to the Multivariate Case
2009-01-01 Cerqueti, Roy; Costantini, M; Lupi, C.
Dynamic Programming via Measurable Selection
2009-01-01 Cerqueti, Roy
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