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 0 0 1 52
A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data 0 0 0 164 0 1 1 551
A Trick of the (Pareto) Tail 0 0 0 54 0 1 2 190
A framework for cut-off sampling in business survey design 0 0 3 162 0 0 5 534
A note on maximum likelihood estimation of a Pareto mixture 0 0 0 140 0 0 0 464
Aggregation of regional economic time series with different spatial correlation structures 0 0 0 132 0 0 0 303
An extreme value analysis of the last century crises across industries in the U.S. economy 0 0 0 13 0 0 2 59
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 67 0 2 4 76
An improved pairs trading strategy based on switching regime volatility 0 0 1 82 0 0 3 180
Approximate Maximum Likelihood Estimation of the Autologistic Model 0 0 0 30 0 0 0 97
Approximate likelihood inference for the Bingham distribution 0 0 0 21 0 0 1 50
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 2 169 0 0 2 434
Dynamic VaR models and the Peaks over Threshold method for market risk measurement: an empirical investigation during a financial crisis 1 2 3 153 1 2 4 448
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 0 0 1 92
Estimating the wrapped stable distribution via indirect inference 0 0 0 16 0 0 1 32
Firms� bankruptcy and turnover in a macroeconomy 0 0 0 27 0 0 1 115
Fitting Spatial Econometric Models through the Unilateral Approximation 0 0 1 41 0 0 2 71
Importance Sampling for Sums of Lognormal Distributions, with Applications to Operational Risk 0 0 0 158 0 0 2 498
Likelihood-based Risk Estimation for Variance-Gamma Models 0 0 0 25 0 1 2 86
Mixture models for VaR and stress testing 0 0 0 147 0 0 1 384
On discriminating between lognormal and Pareto tail: A mixture-based approach 0 0 0 23 0 0 2 46
On maximum likelihood estimation of operational loss distributions 0 0 0 73 0 0 0 164
Pareto versus lognormal: a maximum entropy test 0 1 3 98 0 2 5 204
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 0 0 0 1 5
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 27 0 1 2 102
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 0 0 0 2 3
Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling 0 0 1 120 0 0 4 272
Spatial models for flood risk assessment 0 0 0 149 0 0 0 636
Statistical analysis of the Lognormal-Pareto distribution using Probability Weighted Moments and Maximum Likelihood 0 0 4 133 1 4 10 399
Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market 0 0 0 149 0 0 2 443
The asymptotic loss distribution in a fat-tailed factor model of portfolio credit risk 0 0 0 151 0 1 2 562
Un modello per l'incorporazione del rischio specifico nel VaR 0 0 0 42 0 1 1 217
Where Gibrat meets Zipf: Scale and Scope of French Firms 0 0 0 50 0 0 1 115
Total Working Papers 1 3 18 2,700 2 16 67 7,884

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 1 1 72
A Problem of Dimensionality in Normal Mixture Analysis 0 0 0 12 0 0 1 53
A characteristic function-based approach to approximate maximum likelihood estimation 0 0 0 0 1 2 4 7
A parsimonious dynamic mixture for heavy-tailed distributions 0 0 0 0 0 0 0 0
Adaptive Importance Sampling for simulating copula-based distributions 0 0 0 51 0 1 2 133
An extreme value analysis of the last century crises across industries in the U.S. economy 0 0 0 3 0 0 2 26
Approximate maximum likelihood estimation of the Bingham distribution 0 0 0 7 0 0 0 24
Approximate maximum likelihood estimation of the autologistic model 0 0 1 7 0 0 2 69
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 0 35 0 0 4 117
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 0 0 0
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 0 1 1 12
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review 0 1 1 14 0 2 5 46
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 0 0 1 11
Estimating rating transition probabilites with missing data 0 0 0 4 0 0 1 19
Fitting spatial regressions to large datasets using unilateral approximations 0 0 0 2 0 0 0 3
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect 0 0 1 1 4 5 6 7
La sopravvivenza immediata delle start-up italiane del settore manifatturiero sanitario: un?analisi multilevel 0 0 0 5 0 0 1 20
Likelihood-based risk estimation for variance-gamma models 0 0 0 3 0 1 2 32
Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination? 0 1 1 10 0 3 7 38
Machine learning techniques for default prediction: an application to small Italian companies 0 0 3 4 0 1 9 10
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals 0 0 0 0 0 0 0 0
Modelling credit default swap spreads by means of normal mixtures and copulas 0 0 0 259 0 1 3 906
On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach 0 0 0 0 0 0 1 1
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 18 0 1 2 90
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements 0 0 0 8 0 0 1 37
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective 0 0 0 39 1 2 11 146
Some analytical results on bivariate stable distributions with an application in operational risk 0 1 1 4 0 3 3 7
Testing Isotropy in Spatial Econometric Models 1 1 2 13 1 1 3 53
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 0 0 3 0 2 7 16
The size distribution of US cities: Not Pareto, even in the tail 0 0 0 34 0 0 1 132
The truncated g-and-h distribution: estimation and application to loss modeling 0 0 0 1 0 0 2 7
US stock returns: are there seasons of excesses? 0 0 0 1 0 0 1 13
Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance 0 0 0 0 0 0 2 2
Where Gibrat meets Zipf: Scale and scope of French firms 0 0 0 15 0 1 3 58
Total Journal Articles 1 4 10 561 7 28 89 2,167

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Statistics updated 2025-04-04