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 1 1 36 0 5 10 62
A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data 0 0 0 164 1 4 9 560
A Trick of the (Pareto) Tail 0 0 0 54 0 11 17 207
A framework for cut-off sampling in business survey design 0 0 0 162 0 5 11 545
A note on maximum likelihood estimation of a Pareto mixture 0 0 0 140 0 3 8 472
Aggregation of regional economic time series with different spatial correlation structures 0 0 1 133 0 3 7 310
An extreme value analysis of the last century crises across industries in the U.S. economy 0 0 0 13 0 6 9 68
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 1 3 70 0 10 19 95
An improved pairs trading strategy based on switching regime volatility 1 1 3 85 1 5 9 189
Approximate Maximum Likelihood Estimation of the Autologistic Model 0 0 0 30 2 5 10 107
Approximate likelihood inference for the Bingham distribution 0 0 0 21 2 4 7 57
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 0 169 0 6 8 442
Dynamic VaR models and the Peaks over Threshold method for market risk measurement: an empirical investigation during a financial crisis 0 0 0 153 3 5 14 462
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 0 5 12 104
Estimating the wrapped stable distribution via indirect inference 0 1 1 17 0 2 6 38
Firms� bankruptcy and turnover in a macroeconomy 0 0 0 27 0 4 13 128
Fitting Spatial Econometric Models through the Unilateral Approximation 1 1 1 42 1 5 7 78
Importance Sampling for Sums of Lognormal Distributions, with Applications to Operational Risk 0 0 2 160 0 0 4 502
Likelihood-based Risk Estimation for Variance-Gamma Models 0 0 0 25 0 3 14 100
Mixture models for VaR and stress testing 0 0 2 149 1 10 18 402
On discriminating between lognormal and Pareto tail: A mixture-based approach 0 0 1 24 0 7 19 65
On maximum likelihood estimation of operational loss distributions 0 0 0 73 0 2 4 168
Pareto versus lognormal: a maximum entropy test 0 0 0 98 3 15 17 221
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 27 0 11 16 118
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 0 10 11 18 23
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 0 0 2 3 6
Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling 0 0 0 120 0 5 12 284
Spatial models for flood risk assessment 0 0 0 149 0 4 7 643
Statistical analysis of the Lognormal-Pareto distribution using Probability Weighted Moments and Maximum Likelihood 0 0 0 133 1 6 17 416
Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market 0 0 0 149 1 4 7 450
The asymptotic loss distribution in a fat-tailed factor model of portfolio credit risk 0 0 0 151 1 4 6 568
Un modello per l'incorporazione del rischio specifico nel VaR 0 0 0 42 0 2 4 221
Where Gibrat meets Zipf: Scale and Scope of French Firms 0 0 0 50 0 6 10 125
Total Working Papers 2 5 15 2,715 27 180 352 8,236

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 3 5 77
A Problem of Dimensionality in Normal Mixture Analysis 0 0 0 12 0 3 6 59
A characteristic function-based approach to approximate maximum likelihood estimation 0 0 0 0 1 4 11 18
A parsimonious dynamic mixture for heavy-tailed distributions 0 0 0 0 0 2 6 6
Adaptive Importance Sampling for simulating copula-based distributions 1 1 1 52 3 7 10 143
An extreme value analysis of the last century crises across industries in the U.S. economy 0 0 0 3 0 6 12 38
Approximate maximum likelihood estimation of the Bingham distribution 0 0 0 7 0 1 6 30
Approximate maximum likelihood estimation of the autologistic model 0 0 0 7 0 1 5 74
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 0 35 0 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 3 5 9 9
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 0 3 5 17
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review 0 0 0 14 4 7 13 59
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 0 7 9 20
Estimating rating transition probabilites with missing data 0 0 0 4 1 3 6 25
Estimation and model selection of heterogeneous mixture distributions: an ECME algorithm-based approach 0 0 0 0 0 0 0 0
Fitting spatial regressions to large datasets using unilateral approximations 0 0 0 2 1 3 6 9
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect 0 0 0 1 0 3 7 14
La sopravvivenza immediata delle start-up italiane del settore manifatturiero sanitario: un?analisi multilevel 0 0 1 6 2 4 7 27
Likelihood-based risk estimation for variance-gamma models 0 0 0 3 3 3 8 40
Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination? 0 0 5 15 3 9 24 62
Machine learning techniques for default prediction: an application to small Italian companies 0 0 1 5 3 5 11 21
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals 0 0 1 1 1 2 9 9
Modelling credit default swap spreads by means of normal mixtures and copulas 0 0 0 259 1 4 6 912
On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach 0 0 1 1 1 6 14 15
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 18 1 4 9 99
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements 0 0 0 8 2 5 7 44
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective 0 1 3 42 2 6 15 161
Some analytical results on bivariate stable distributions with an application in operational risk 0 0 0 4 1 4 5 12
Testing Isotropy in Spatial Econometric Models 0 0 0 13 0 3 4 57
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 0 0 3 0 3 8 24
The size distribution of US cities: Not Pareto, even in the tail 0 0 1 35 0 7 12 144
The truncated g-and-h distribution: estimation and application to loss modeling 0 0 0 1 0 0 3 10
US stock returns: are there seasons of excesses? 0 0 1 2 1 6 8 21
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 5 9 67
Total Journal Articles 1 2 16 577 34 138 281 2,448

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Statistics updated 2026-04-09