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 Cross-Entropy approach to the estimation of Generalised Linear Multilevel Models 0 0 1 36 1 4 14 66
A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data 0 0 0 164 0 2 10 562
A Trick of the (Pareto) Tail 0 0 0 54 0 3 17 210
A framework for cut-off sampling in business survey design 1 1 1 163 1 4 15 549
A note on maximum likelihood estimation of a Pareto mixture 0 0 0 140 0 2 10 474
Aggregation of regional economic time series with different spatial correlation structures 0 0 1 133 1 2 8 312
An extreme value analysis of the last century crises across industries in the U.S. economy 0 0 0 13 0 3 12 71
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 1 70 1 6 22 101
An improved pairs trading strategy based on switching regime volatility 0 0 2 85 0 2 10 191
Approximate Maximum Likelihood Estimation of the Autologistic Model 0 0 0 30 0 0 10 107
Approximate likelihood inference for the Bingham distribution 0 0 0 21 1 1 8 58
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 0 169 0 3 11 445
Dynamic VaR models and the Peaks over Threshold method for market risk measurement: an empirical investigation during a financial crisis 0 0 0 153 1 7 20 469
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 0 3 15 107
Estimating the wrapped stable distribution via indirect inference 0 0 1 17 0 0 6 38
Firms� bankruptcy and turnover in a macroeconomy 0 0 0 27 0 2 15 130
Fitting Spatial Econometric Models through the Unilateral Approximation 0 0 1 42 0 3 10 81
Importance Sampling for Sums of Lognormal Distributions, with Applications to Operational Risk 0 0 1 160 0 0 3 502
Likelihood-based Risk Estimation for Variance-Gamma Models 0 0 0 25 0 3 16 103
Mixture models for VaR and stress testing 0 0 1 149 0 1 17 403
On discriminating between lognormal and Pareto tail: A mixture-based approach 0 0 1 24 0 5 24 70
On maximum likelihood estimation of operational loss distributions 0 0 0 73 0 3 7 171
Pareto versus lognormal: a maximum entropy test 0 0 0 98 2 13 30 234
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 0 0 1 4 7
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 27 0 3 18 121
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 0 0 5 23 28
Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling 0 0 0 120 0 1 12 285
Spatial models for flood risk assessment 0 0 0 149 0 1 8 644
Statistical analysis of the Lognormal-Pareto distribution using Probability Weighted Moments and Maximum Likelihood 0 0 0 133 0 3 15 419
Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market 0 0 0 149 0 3 10 453
The asymptotic loss distribution in a fat-tailed factor model of portfolio credit risk 0 0 0 151 0 1 7 569
Un modello per l'incorporazione del rischio specifico nel VaR 0 0 0 42 0 0 4 221
Where Gibrat meets Zipf: Scale and Scope of French Firms 0 0 0 50 2 5 14 130
Total Working Papers 1 1 11 2,716 10 95 425 8,331

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 0 6 0 0 5 77
A Problem of Dimensionality in Normal Mixture Analysis 0 0 0 12 0 1 7 60
A characteristic function-based approach to approximate maximum likelihood estimation 0 0 0 0 0 0 10 18
A parsimonious dynamic mixture for heavy-tailed distributions 0 1 1 1 0 2 8 8
Adaptive Importance Sampling for simulating copula-based distributions 0 0 1 52 0 2 12 145
An extreme value analysis of the last century crises across industries in the U.S. economy 0 0 0 3 0 4 15 42
Approximate maximum likelihood estimation of the Bingham distribution 0 0 0 7 0 3 9 33
Approximate maximum likelihood estimation of the autologistic model 0 0 0 7 0 1 6 75
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 0 35 0 2 7 124
Dynamic value-at-risk models and the peaks-over-threshold method for market risk measurement: an empirical investigation during a financial crisis 0 0 0 0 0 5 14 14
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 0 1 6 18
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review 0 0 0 14 0 3 16 62
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 0 0 9 20
Estimating rating transition probabilites with missing data 0 0 0 4 0 2 8 27
Estimation and model selection of heterogeneous mixture distributions: an ECME algorithm-based approach 0 0 0 0 0 2 2 2
Fitting spatial regressions to large datasets using unilateral approximations 0 0 0 2 0 0 6 9
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect 0 1 1 2 0 6 12 20
La sopravvivenza immediata delle start-up italiane del settore manifatturiero sanitario: un?analisi multilevel 0 0 0 6 0 7 13 34
Likelihood-based risk estimation for variance-gamma models 0 0 0 3 0 2 10 42
Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination? 0 0 3 15 0 5 24 67
Machine learning techniques for default prediction: an application to small Italian companies 0 0 0 5 0 4 14 25
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals 0 0 1 1 0 3 12 12
Modelling credit default swap spreads by means of normal mixtures and copulas 0 0 0 259 0 1 7 913
Noise-contrastive estimation of dynamic mixture distributions 0 0 0 0 0 1 1 1
On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach 0 0 1 1 0 2 16 17
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 18 0 6 15 105
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements 0 0 0 8 1 1 8 45
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective 1 1 4 43 1 3 18 164
Some analytical results on bivariate stable distributions with an application in operational risk 0 0 0 4 0 1 6 13
Testing Isotropy in Spatial Econometric Models 0 0 0 13 0 4 8 61
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 0 0 3 0 2 10 26
The size distribution of US cities: Not Pareto, even in the tail 0 0 1 35 0 2 14 146
The truncated g-and-h distribution: estimation and application to loss modeling 0 0 0 1 0 2 4 12
US stock returns: are there seasons of excesses? 0 0 0 2 0 1 8 22
Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance 0 0 0 0 0 0 1 3
Where Gibrat meets Zipf: Scale and scope of French firms 0 0 1 16 0 1 10 68
Total Journal Articles 1 3 14 580 2 82 351 2,530

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Statistics updated 2026-07-10