Access Statistics for Marco Bee

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data 3 10 42 86 15 32 120 207
A framework for cut-off sampling in business survey design 4 7 32 87 9 23 109 267
A note on maximum likelihood estimation of a Pareto mixture 2 5 22 22 6 14 38 38
Aggregation of regional economic time series with different spatial correlation structures 2 3 15 76 4 10 42 135
Diffusion approximations in birth and death processes and "musical chairs" 0 0 0 0 0 1 5 8
Firms’ bankruptcy and turnover in a macroeconomy 0 0 1 20 0 1 9 69
Importance Sampling for Sums of Lognormal Distributions, with Applications to Operational Risk 5 11 39 68 9 23 86 165
Metodi statistici per l'interpolazione areale: l'algoritmo EM per dati continui 0 0 0 0 4 10 46 64
Misture normali e valore a rischio 0 0 0 0 2 4 15 25
Mixture models for VaR and stress testing 4 12 34 38 5 16 70 81
On maximum likelihood estimation of operational loss distributions 0 0 5 54 0 0 13 111
Parameter estimation and Hypotesis testing for multivariate distributions with complete data 0 0 0 0 2 9 53 67
Progetto Disaweb: analisi delle esigenze informative su DISA 0 0 0 0 1 3 15 17
Spatial models for flood risk assessment 0 2 17 52 11 19 83 189
Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market 2 7 23 26 3 11 39 51
The asymptotic loss distribution in a fat-tailed factor model of portfolio credit risk 3 8 28 102 11 29 131 357
Un modello per l'incorporazione del rischio specifico nel VaR 1 1 9 12 7 12 57 69
Total Working Papers 26 66 267 643 89 217 931 1,920


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data 0 0 1 1 0 2 6 6
A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data 0 1 4 4 2 10 28 28
A Problem of Dimensionality in Normal Mixture Analysis 1 2 2 10 2 4 9 30
Modelling credit default swap spreads by means of normal mixtures and copulas 2 5 24 227 4 10 50 796
Total Journal Articles 3 8 31 242 8 26 93 860


Statistics updated 2009-11-04