| Publication | Date of Publication | Type |
|---|
| Financial interbanking networks resilience under shocks propagation | 2024-02-08 | Paper |
| Environmental policies in a Stackelberg differential game | 2023-10-25 | Paper |
| Severe testing of Benford's law | 2023-09-20 | Paper |
| Rational expectations as a tool for predicting failure of weighted \(k\)-out-of-\(n\) reliability systems | 2023-07-31 | Paper |
| A rank-size approach to analyse soccer competitions and teams: the case of the Italian football league ``Serie A | 2023-07-13 | Paper |
| Fuzzy clustering of time series with time-varying memory | 2023-01-06 | Paper |
| 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 | 2022-11-29 | Paper |
| The complex interplay between COVID-19 and economic activity | 2022-10-04 | Paper |
| Monte Carlo Markov chains constrained on graphs for a target with disconnected support | 2022-08-31 | Paper |
| A generalized error distribution copula-based method for portfolios risk assessment | 2022-07-26 | Paper |
| Influence measures in subnetworks using vertex centrality | 2022-07-12 | Paper |
| A new concept of reliability system and applications in finance | 2022-06-30 | Paper |
| The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy | 2022-06-22 | Paper |
| Data validity and statistical conformity with Benford's law | 2022-04-26 | Paper |
| A new measure of the resilience for networks of funds with applications to socially responsible investments | 2022-03-09 | Paper |
| Intriguing yet simple skewness: kurtosis relation in economic and demographic data distributions, pointing to preferential attachment processes | 2022-02-23 | Paper |
| Long memory and crude oil's price predictability | 2021-11-08 | Paper |
| Systemic risk assessment through high order clustering coefficient | 2021-11-08 | Paper |
| Model-based fuzzy time series clustering of conditional higher moments | 2021-10-27 | Paper |
| An optimization model for minimizing systemic risk | 2021-05-05 | Paper |
| Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling | 2021-04-19 | Paper |
| Cross ranking of cities and regions: population versus income | 2020-08-11 | Paper |
| Earthquakes economic costs through rank-size laws | 2020-08-11 | Paper |
| The skew normal multivariate risk measurement framework | 2020-05-27 | Paper |
| Exploring the financial risk of a temperature index: a fractional integrated approach | 2020-01-20 | Paper |
| Non-exchangeable copulas and multivariate total positivity | 2019-12-13 | Paper |
| Panel stationary tests against changes in persistence | 2019-11-28 | Paper |
| Civic capital and support for the welfare state | 2019-09-27 | Paper |
| A game for exploring political and bureaucratic corruption | 2019-09-25 | Paper |
| Constrained Monte Carlo Markov Chains on Graphs | 2019-06-28 | Paper |
| Risk and uncertainty in the patent race: a probabilistic model | 2019-06-18 | Paper |
| Corruption, evasion and environmental policy: a game theory approach | 2019-06-18 | Paper |
| A theory of misperception in a stochastic dominance framework and its application to structured financial products | 2019-06-18 | Paper |
| Corrigendum to: ``Relevant states and memory in Markov chain bootstrapping and simulation | 2019-03-27 | Paper |
| Copulas, uncertainty, and false discovery rate control | 2018-09-21 | Paper |
| Intriguing yet simple skewness - kurtosis relation in economic and demographic data distributions; pointing to preferential attachment processes | 2018-07-18 | Paper |
| Stochastic Ising model with flipping sets of spins and fast decreasing temperature | 2018-06-29 | Paper |
| Relevant states and memory in Markov chain bootstrapping and simulation | 2018-05-24 | Paper |
| A Network Approach to Risk Theory and Portfolio Selection | 2018-03-26 | Paper |
| G-games with coalitions | 2018-03-05 | Paper |
| Patent valuation under spatial point processes with delayed and decreasing jump intensity | 2017-10-26 | Paper |
| A mixed integer linear program to compress transition probability matrices in Markov chain bootstrapping | 2017-03-07 | Paper |
| Forecasting macroeconomic fundamentals in economic crises | 2017-03-03 | Paper |
| Bayesian estimation and entropy for economic dynamic stochastic models: an exploration of overconsumption | 2017-02-10 | Paper |
| Approximating Markov Chains for Bootstrapping and Simulation | 2016-11-18 | Paper |
| A game theoretical analysis of the impact of income inequality and ethnic diversity on fiscal corruption | 2016-11-07 | Paper |
| Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion | 2016-10-07 | Paper |
| Optimal investment in research and development under uncertainty | 2016-03-09 | Paper |
| Approximating multivariate Markov chains for bootstrapping through contiguous partitions | 2015-08-03 | Paper |
| Mean-variance portfolio selection in presence of infrequently traded stocks | 2015-02-03 | Paper |
| Corruption, growth and ethnic fractionalization: a theoretical model | 2014-09-05 | Paper |
| A tabu search heuristic procedure in Markov chain bootstrapping | 2014-07-28 | Paper |
| A disutility-based drift control for exchange rates | 2014-05-02 | Paper |
| Economic interactions and social tolerance: a dynamic perspective | 2014-04-16 | Paper |
| Extension of dependence properties to semi-copulas and applications to the mean-variance model | 2014-04-14 | Paper |
| New results on the convergence of random matrices | 2013-11-21 | Paper |
| The perspective of a bank in granting credits: an optimization model | 2012-11-07 | Paper |
| Financing policies via stochastic control: a dynamic programming approach | 2012-09-27 | Paper |
| Optimal consumption/investment problem with light stocks: a mixed continuous-discrete time approach | 2012-06-19 | Paper |
| A spatial mixed Poisson framework for combination of excess-of-loss and proportional reinsurance contracts | 2012-02-10 | Paper |
| Memory Property in Heterogeneously Populated Markets | 2010-12-22 | Paper |
| Some Nonparametric Asymptotic Results for a Class of Stochastic Processes | 2010-09-21 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3569646 | 2010-06-21 | Paper |
| OPTIONS WITH UNDERLYING ASSET DRIVEN BY A FRACTIONAL BROWNIAN MOTION: CROSSING BARRIERS ESTIMATES | 2010-04-08 | Paper |
| A dynamic stochastic model of asset pricing with heterogeneous beliefs | 2010-03-02 | Paper |
| On the asymptotic behaviour of random matrices in a multivariate statistical model | 2009-09-30 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3630263 | 2009-06-03 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5448383 | 2008-03-20 | Paper |
| Productivity and costs for firms in presence of technology renewal processes | 2008-01-24 | Paper |
