Access Statistics for Matteo Farnè

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 methodology for automised outlier detection in high-dimensional datasets: an application to euro area banks' supervisory data 0 0 0 32 0 1 19 107
Banks' risk-taking within a banking union 0 0 0 16 0 0 5 26
Business models of the banks in the euro area 0 2 3 104 0 5 83 329
Total Working Papers 0 2 3 152 0 6 107 462


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Method to Test Granger-Causality in the Frequency Domain 0 0 0 13 0 3 28 80
A Log-Det Heuristics for Covariance Matrix Estimation: The Analytic Setup 0 0 0 3 1 1 18 27
A large covariance matrix estimator under intermediate spikiness regimes 0 0 0 23 1 2 13 62
An Algebraic Estimator for Large Spectral Density Matrices 0 0 0 2 0 0 12 16
Banks’ business models in the euro area: a cluster analysis in high dimensions 1 1 9 56 3 3 31 147
Banks’ risk-taking within a banking union 0 0 0 0 0 0 11 23
Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator 0 0 0 0 0 0 2 2
Do retail-oriented banks have less non-performing loans? 0 2 5 6 0 5 31 37
Does a bank's business model affect its capital and profitability? 0 0 4 21 0 0 17 69
Large factor model estimation by nuclear norm plus ℓ1 norm penalization 0 0 0 4 0 0 14 28
Liszt’s Étude S.136 no.1: audio data analysis of two different piano recordings 0 0 0 1 0 1 13 16
ROBOUT: a conditional outlier detection methodology for high-dimensional data 0 0 0 0 0 0 12 16
The Impact of Climatic Factors on Respiratory Pharmaceutical Demand: A Comparison of Forecasting Models for Greece 0 0 0 0 0 1 8 8
Total Journal Articles 1 3 18 129 5 16 210 531


Statistics updated 2026-08-07