Cirillo, Pasquale

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Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro (2013). Alarm systems and catastrophes from a diverse point of view. Methodology and Computing in Applied Probability, 15(4), pp. 821-839. Springer 10.1007/s11009-012-9281-z

Cirillo, Pasquale; Muliere, Pietro (2013). An urn-based Bayesian block bootstrap. METRIKA, 76(1), pp. 93-106. Springer 10.1007/s00184-011-0377-1


Cirillo, P.; Gallegati, M. (2012). The Empirical Validation of an Agent-based Model. Eastern economic journal, 38(4), pp. 525-547. Bloomsburg, Pa.: Eastern Economic Association 10.1057/eej.2011.34

Cirillo, P.; Gallegati, M.; Hüsler, J. (2012). A Polya lattice model to study leverage dynamics and contagious financial fragility. Advances in complex systems, 15(2), p. 1250069. Singapore: World Scientific Pub. Co. 10.1142/S0219525912500695

Cirillo, Pasquale; Hüsler, Jürg (2012). An Urn Model for Cascading Failures on a Lattice. Probability in the engineering and informational sciences, 26(4), pp. 509-534. New York, N.Y.: Cambridge University Press 10.1017/S0269964812000162

Cirillo, Pasquale; Tedeschi, Gabriele; Gallegati, Mauro (2012). The Boulogne fish market: the social structure and the role of loyalty. Applied economics letters, 19(11), pp. 1075-1079. Abingdon, UK: Routledge 10.1080/13504851.2011.613749


Cirillo, Pasquale; Hüsler, Jürg (2011). Extreme shock models: an alternative perspective. Statistics & probability letters, 81(1), pp. 25-30. Amsterdam: North-Holland 10.1016/j.spl.2010.09.014

Cirillo, Pasquale; Hüsler, Jürg (2011). Generalized extreme shock models with a possibly increasing threshold. Probability in the engineering and informational sciences, 25(3), pp. 419-434. New York, N.Y.: Cambridge University Press 10.1017/S0269964811000088

Cirillo, P.; Vagliasindi, P.A.; Bruno, G.; Bianchi, C. (2011). New insights on the size distribution of Italian firms by geographical area. Giornale degli Economisti GDE / Italian Journal of Economics, 70(2), pp. 59-91.


Cirillo, Pasquale (2010). An Analysis of the Size Distribution of Italian Firms by Age. Physica. A - statistical mechanics and its applications, 389(3), pp. 459-466. Amsterdam: North-Holland 10.1016/j.physa.2009.09.049

Cirillo, Pasquale; Hüsler, Jürg (2010). Shock models for defaults: parametric and nonparametric approaches. In: Donald, Richard; Hunter, Dave (eds.) Nonparametric Statistics, Festschrift in honor of Tom Hettmansperger (pp. 90-113). Singapore: World Scientific Publishing

Cirillo, Pasquale; Hüsler, Jürg; Muliere, Pietro (2010). A nonparametric urn-based approach to interacting failing systems with an application to credit risk modeling. International journal of theoretical and applied finance IJTAF, 13(8), pp. 1223-1240. River Edge, N.J.: World Scientific 10.1142/S0219024910006170

Delli Gatti, Domenico; Desiderio, Saul; Gaffeo, Edoardo; Cirillo, Pasquale; Gallegati, Mauro (2010). Macroeconomics from the Bottom-up. New economic windows: Vol. 1. Heidelberg: Springer Verlag 10.1007/978-88-470-1971-3


Cirillo, Pasquale (2009). Some evidence about the evolution of the size distribution of Italian firms by age. Economics bulletin, 29(3), pp. 1723-1730. Nashville, Tenn.: Economics Bulletin

Cirillo, Pasquale; Hüsler, Jürg (2009). On the upper tail of Italian firms' size distribution. Physica. A - statistical mechanics and its applications, 388(8), pp. 1546-1554. Amsterdam: North-Holland 10.1016/j.physa.2008.12.070


Bianchi, Carlo; Cirillo, Pasquale; Gallegati, Mauro; Vagliasindi, Pietro (2008). Validation in agent-based models: An investigation on the CATS model. Journal of economic behavior & organization, 67(3-4), pp. 947-964. Amsterdam: Elsevier 10.1016/j.jebo.2007.08.008

Cirillo, Pasquale; Hüsler, Jürg (2008). An urn approach to generalized extreme shock models. Statistics & probability letters, 79(7), pp. 969-976. Amsterdam: North-Holland 10.1016/j.spl.2008.11.025

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