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Working Papers - Quantitative Methods for Social Sciences

 

2021 

2021-03 Giacomo TOSCANO

The price-leverage covariation as a measure of the response of the leverage effect to price and volatility changes

 

2021-02 Domenico COLUCCI, Matteo DEL VIGNA, Vincenzo VALORI

Large and uncertain expectations heterogeneity: equilibrium stability from a policy maker standpoint

 

2021-01 Gianluca IANNUCCI, Federico MARTELLOZZO, Filippo RANDELLI

Modeling economic alternatives for rural development: in between landscape decline and agriculture conservation

 

 

2016

2015-01  José E. FIGUEROA-LOPEZ, Cecilia MANCINI

Optimum thresholding using mean and conditional mean square error

 

 

2015

2015-04 Mauro BAMBI, Cristina DI GIROLAMI, Salvatore FEDERICO, Fausto GOZZI

Generically distributed investments on flexible projects and endogenous growth

 

2015-03 Tiziano DE ANGELIS, Salvatore FEDERICO, Giorgio FERRARI

Optimal boundary surface for irreversible investment with stochastic costs

 

2015-02 Cecilia MANCINI

Truncated Realized Covariance when prices have infinite variation jumps

 

2015-01 Daniela BUBBOLONI, Michele GORI

Symmetric Majority Social Choice Functions

 

 

2014

2014-04 Michele GORI

Selecting anonymous, neutral and reversal symmetric minimal majority rules

 

2014-03 Cecilia MANCINI

Convergence rate of the Truncated Realized Covariance when prices have infinite variation jumps

 

2014-02 Michele GORI, Daniela BUBBOLONI

Symmetric majority rules

 

2014-01 Marcello GALEOTTI

Computing the distribution of the sum of dependent random variables via overlapping hypercubes

 

 

2013

2013-05. Michele GORI, Daniela BUBBOLONI

Anonymous, neutral and reversal symmetric majority rules.

 

2013-04. Imma Valentina CURATO

Fourier estimation of stochastic leverage using high frequency data.

 

2013-03. Franco BIRARDI

Non cancella non. (Una nota sulla impossibilita' di dimostrare la equivalenza della doppia negazione per i sistemi formali del prim’ordine).

 

2013-02. Michele GORI, Daniela BUBBOLONI

Anonymous and neutral majority rules

Social Choice and Welfare, 43, pp. 377-401

 

2013-01. Marcello GALEOTTI

Computing the probability measure of a d-dimensional simplex via overlapping hypercubes.

 

2012
2012-11. Imma Valentina CURATO

Asymptotics for the Fourier estimators of the volatility of volatility and the leverage.

 

2012-10. Cecilia MANCINI, Vanessa MATTIUSSI, Roberto RENO'

Spot Volatility Estimation Using Delta Sequences.

 

2012-09. Cecilia MANCINI,

Measuring the relevance of the microstructure noise in financial data.

 

2012-08. Matteo DEL VIGNA

Stochastic dominance for law invariant preferences: The happy story of elliptical distributions.

 

2012-07. Domenico COLUCCI, Nicola DONI, Vincenzo VALORI

Information revelation in procurement auctions: an equivalence result.

 

2012-06. Domenico COLUCCI, Nicola DONI, Vincenzo VALORI

Preferential treatment in procurement auctions through information revelation.

 

2012-05. Flavia BARSOTTI, Simona SANFELICI

Microstructure effect on firm’s volatility risk.

 

2012-04. Michele GORI, Antonio VILLANACCI

Wage setting and unemployment in a general equilibrium model.

 

2012-03. Domenico COLUCCI, Vincenzo VALORI

Bounded rationality and parameters’ uncertainty in a simple monetary policy model.

 

2012-02. Flavia BARSOTTI

Optimal Capital Structure with Endogenous Default and Volatility Risk.

 

2012-01. Matteo DEL VIGNA

A note on the existence of CAPM equilibria with homogeneous Cumulative Prospect Theory preferences.

 

 

2011

2011-10  Flavia BARSOTTI, Maria Elvira MANCINO, Monique PONTIER

Corporate Debt Value with Switching Tax Benefits and Payouts.

 

2011-09. Matteo DEL VIGNA

Market equilibrium with heterogeneous behavioural and classical investors' preferences.

 

2011-08. Matteo DEL VIGNA

Financial market equilibria with heterogeneous agents: CAPM and market segmentation.

 

2011-07. Matteo DEL VIGNA

Ambiguity made easier.

 

2011-06.  Maria Elvira MANCINO, Simona SANFELICI

Estimation of Quarticity with High Frequency Data.

 

2011-05.  Andrey SARYCHEV

Controllability of semilinear Schroedinger equation via low-dimensional source term.

 

2011-04. Domenico COLUCCI, Simone SALOTTI, Vincenzo VALORI

Good bargains and reputable sellers - An experimental investigation of electronic feedback systems.

 

2011-03. Domenico COLUCCI, Vincenzo VALORI

Can endogenous participation explain price volatility? Evidence from an agent-based cobweb model.

 

2011-02. Domenico COLUCCI, Nicola DONI, Vincenzo VALORI

Information Disclosure in Procurement Auctions with Horizontally Differentiated Suppliers.

 

2011-01. Angelo ANTOCI, Marcello GALEOTTI, Davide RADI

Financial tools for the abatement of traffic congestion: a dynamical analysis.

 

 

2010

2010-11. Antonino MORASSI, Edi ROSSET, Sergio VESSELLA

Sharp three sphere inequality for perturbations of a product of two second order elliptic operators and
stability for the Cauchy problem for the anisotropic plate equation.

 

2010-10.  Flavia BARSOTTI, Maria Elvira MANCINO, Monique POINTIER

Debt Value and Capital Structure with Firm's Net Cash Payouts.

 

2010-09. Michele GORI

Endogenous household formation and inefficiency in a general equilibrium model.

 

2010-08. Michele GORI, Marina PIREDDU, Antonio VILLANACCI

Regularity and Pareto Improving on financial equilibria with endogenous borrowing restrictions.

 

2010-07. Michele GORI, Marina PIREDDU, Antonio VILLANACCI

Existence of financial equilibria with endogenous short selling restrictions and real assets.

 

2010-06.  Simone SALOTTI

An appraisal of the wealth effect in the US: evidence from pseudo-panel data.

 

2010-05.  Cecilia MANCINI, Fabio GOBBI

Identifying the Brownian Covariation from the Co-Jumps Given Discrete Observations.

 

2010-04. Simone SALOTTI, Luigi MARATTIN

The Euro-dividend: public debt and interest rates in the Monetary Union.

 

2010-03. Cecilia MANCINI

Speed of convergence of the threshold estimator of integrated variance.

 

2010-02. Rama CONT, Cecilia MANCINI

Nonparametric tests for pathwise properties of semimartingales.

 

2010-01. Stefano GALAVOTTI

Reducing inefficiency in public good provision through linking.

 

 

2009

2009-10.  Patrizia BERTI, Michele GORI, Pietro RIGO

A note on the law of large numbers in economics.

 

2009-09. Maria Elvira MANCINO, Simona SANFELICI

Covariance estimation and dynamic asset allocation under microstructure effects via Fourier methodology.

 

2009-08. Michele DI CRISTO, Sergio VESSELLA

Stable Determination of the Discontinuous Conductivity Coefficient of a Parabolic Equation.

 

2009-07. Franco BIRARDI

Equivalence, recursive negation and invariance of the mathematical uncertainty predicate.

 

2009-06. Domenico COLUCCI, Nicola DONI, Vincenzo VALORI

Dynamics in Non-Binding Procurement Auctions with Boundedly Rational Bidders.

 

2009-05. Angelo ANTOCI, Marcello GALEOTTI, Paolo RUSSU

Over-exploitation of open-access natural resources and global indeterminacy in an economic growth model.

 

2009-04. Angelo ANTOCI, Simone BORGHESI, Marcello GALEOTTI

Environmental options and technological innovation: an evolutionary game model.

 

2009-03. Michele GORI, Giulio PIANIGIANI

On the Arrow-Hahn utility representation method.

 

2009-02. Andrey SARYCHEV

Controlling Multiparticle System on the Line, II - Periodic Case.

 

2009-01. Domenico COLUCCI, Vincenzo VALORI

Heterogeneous adaptive expectations and cobweb phenomena.

 

 

2008

2008-01. Andrey SARYCHEV

Controlling Multiparticle System on the Line, I.

 

 

2006

2006-01. Domenico COLUCCI, Vincenzo VALORI

Asset price dynamics when behavioural heterogeneity varies.

 

2005

2005-01.  Domenico COLUCCI, Vincenzo VALORI

Ways of learning in a simple economic setting: a comparison.

 

 

2004

2004-01.  Domenico COLUCCI, Vincenzo VALORI

Adaptive learning in the Cobweb with an endogenous gain sequence.

 

2003

2003-01  Michele LONGO, Vincenzo VALORI

The comparison test - Not just for nonnegative series.

 

 

2001

2001-01. Michele LONGO, Vincenzo VALORI

The comparison test - Not just for nonnegative series.

 

 

2000

2000-01. Gian-Italo BISCHI, Vincenzo VALORI

Nonlinear effects in a discrete-time dynamic model of a stock market.

 

 

1998

1998-01. Daniela BUBBOLONI

Coverings of the Symmetric and Alternating groups.

Ultimo aggiornamento

07.07.2021

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