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 0 35 2 6 7 59
A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data 0 0 0 164 2 4 8 558
A Trick of the (Pareto) Tail 0 0 0 54 9 10 16 205
A framework for cut-off sampling in business survey design 0 0 0 162 3 9 9 543
A note on maximum likelihood estimation of a Pareto mixture 0 0 0 140 3 8 8 472
Aggregation of regional economic time series with different spatial correlation structures 0 0 1 133 2 4 6 309
An extreme value analysis of the last century crises across industries in the U.S. economy 0 0 0 13 4 6 7 66
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 1 1 3 70 5 9 15 90
An improved pairs trading strategy based on switching regime volatility 0 0 2 84 4 6 8 188
Approximate Maximum Likelihood Estimation of the Autologistic Model 0 0 0 30 2 7 7 104
Approximate likelihood inference for the Bingham distribution 0 0 0 21 2 4 5 55
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 0 169 4 5 6 440
Dynamic VaR models and the Peaks over Threshold method for market risk measurement: an empirical investigation during a financial crisis 0 0 2 153 2 5 13 459
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 5 10 12 104
Estimating the wrapped stable distribution via indirect inference 0 0 0 16 1 5 5 37
Firms� bankruptcy and turnover in a macroeconomy 0 0 0 27 4 9 13 128
Fitting Spatial Econometric Models through the Unilateral Approximation 0 0 0 41 4 6 6 77
Importance Sampling for Sums of Lognormal Distributions, with Applications to Operational Risk 0 0 2 160 0 1 4 502
Likelihood-based Risk Estimation for Variance-Gamma Models 0 0 0 25 2 10 13 99
Mixture models for VaR and stress testing 0 0 2 149 8 13 16 400
On discriminating between lognormal and Pareto tail: A mixture-based approach 0 1 1 24 5 13 17 63
On maximum likelihood estimation of operational loss distributions 0 0 0 73 2 4 4 168
Pareto versus lognormal: a maximum entropy test 0 0 0 98 6 7 8 212
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 27 8 12 14 115
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 0 1 8 8 13
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 0 0 1 1 4
Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling 0 0 0 120 5 9 12 284
Spatial models for flood risk assessment 0 0 0 149 4 6 7 643
Statistical analysis of the Lognormal-Pareto distribution using Probability Weighted Moments and Maximum Likelihood 0 0 0 133 3 7 17 413
Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market 0 0 0 149 3 5 6 449
The asymptotic loss distribution in a fat-tailed factor model of portfolio credit risk 0 0 0 151 3 5 5 567
Un modello per l'incorporazione del rischio specifico nel VaR 0 0 0 42 2 3 5 221
Where Gibrat meets Zipf: Scale and Scope of French Firms 0 0 0 50 1 4 5 120
Total Working Papers 1 2 13 2,711 111 221 293 8,167

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 2 3 5 76
A Problem of Dimensionality in Normal Mixture Analysis 0 0 0 12 2 4 5 58
A characteristic function-based approach to approximate maximum likelihood estimation 0 0 0 0 3 8 11 17
A parsimonious dynamic mixture for heavy-tailed distributions 0 0 0 0 2 4 6 6
Adaptive Importance Sampling for simulating copula-based distributions 0 0 0 51 3 4 7 139
An extreme value analysis of the last century crises across industries in the U.S. economy 0 0 0 3 5 8 11 37
Approximate maximum likelihood estimation of the Bingham distribution 0 0 0 7 0 2 5 29
Approximate maximum likelihood estimation of the autologistic model 0 0 0 7 1 3 5 74
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 0 35 4 4 5 122
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 2 3 6 6
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 3 4 5 17
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review 0 0 0 14 3 8 9 55
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 6 7 8 19
Estimating rating transition probabilites with missing data 0 0 0 4 2 3 5 24
Fitting spatial regressions to large datasets using unilateral approximations 0 0 0 2 2 4 5 8
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect 0 0 0 1 2 5 11 13
La sopravvivenza immediata delle start-up italiane del settore manifatturiero sanitario: un?analisi multilevel 0 0 1 6 1 3 4 24
Likelihood-based risk estimation for variance-gamma models 0 0 0 3 0 3 5 37
Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination? 0 1 5 15 3 8 20 56
Machine learning techniques for default prediction: an application to small Italian companies 0 0 1 5 1 2 7 17
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals 0 1 1 1 1 4 8 8
Modelling credit default swap spreads by means of normal mixtures and copulas 0 0 0 259 3 5 6 911
On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach 0 0 1 1 5 8 13 14
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 18 2 6 8 97
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements 0 0 0 8 3 5 5 42
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective 1 1 3 42 4 9 15 159
Some analytical results on bivariate stable distributions with an application in operational risk 0 0 1 4 3 3 6 11
Testing Isotropy in Spatial Econometric Models 0 0 1 13 1 2 3 55
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 0 0 3 1 5 8 22
The size distribution of US cities: Not Pareto, even in the tail 0 1 1 35 7 9 12 144
The truncated g-and-h distribution: estimation and application to loss modeling 0 0 0 1 0 1 3 10
US stock returns: are there seasons of excesses? 0 0 1 2 4 5 6 19
Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance 0 0 0 0 0 1 1 3
Where Gibrat meets Zipf: Scale and scope of French firms 0 1 1 16 4 7 9 66
Total Journal Articles 1 5 17 576 85 160 248 2,395

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Statistics updated 2026-02-12