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 3 5 5 57
A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data 0 0 0 164 2 4 6 556
A Trick of the (Pareto) Tail 0 0 0 54 1 1 7 196
A framework for cut-off sampling in business survey design 0 0 0 162 4 6 6 540
A note on maximum likelihood estimation of a Pareto mixture 0 0 0 140 3 5 5 469
Aggregation of regional economic time series with different spatial correlation structures 0 0 1 133 2 2 4 307
An extreme value analysis of the last century crises across industries in the U.S. economy 0 0 0 13 1 2 3 62
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 2 69 3 5 11 85
An improved pairs trading strategy based on switching regime volatility 0 0 2 84 1 2 4 184
Approximate Maximum Likelihood Estimation of the Autologistic Model 0 0 0 30 2 5 5 102
Approximate likelihood inference for the Bingham distribution 0 0 0 21 0 2 3 53
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 0 169 1 1 2 436
Dynamic VaR models and the Peaks over Threshold method for market risk measurement: an empirical investigation during a financial crisis 0 0 2 153 3 4 11 457
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 1 7 7 99
Estimating the wrapped stable distribution via indirect inference 0 0 0 16 2 4 4 36
Firms� bankruptcy and turnover in a macroeconomy 0 0 0 27 2 8 9 124
Fitting Spatial Econometric Models through the Unilateral Approximation 0 0 0 41 0 2 2 73
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 8 12 97
Mixture models for VaR and stress testing 0 0 2 149 3 5 8 392
On discriminating between lognormal and Pareto tail: A mixture-based approach 1 1 1 24 6 10 12 58
On maximum likelihood estimation of operational loss distributions 0 0 0 73 1 2 2 166
Pareto versus lognormal: a maximum entropy test 0 0 1 98 1 2 4 206
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 0 2 7 7 12
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 0 0 1 1 4
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 27 3 4 6 107
Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling 0 0 0 120 1 5 7 279
Spatial models for flood risk assessment 0 0 0 149 0 3 3 639
Statistical analysis of the Lognormal-Pareto distribution using Probability Weighted Moments and Maximum Likelihood 0 0 0 133 2 5 15 410
Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market 0 0 0 149 1 2 3 446
The asymptotic loss distribution in a fat-tailed factor model of portfolio credit risk 0 0 0 151 2 2 3 564
Un modello per l'incorporazione del rischio specifico nel VaR 0 0 0 42 1 2 3 219
Where Gibrat meets Zipf: Scale and Scope of French Firms 0 0 0 50 2 3 4 119
Total Working Papers 1 1 13 2,710 58 127 188 8,056

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 2 3 74
A Problem of Dimensionality in Normal Mixture Analysis 0 0 0 12 1 3 3 56
A characteristic function-based approach to approximate maximum likelihood estimation 0 0 0 0 2 6 9 14
A parsimonious dynamic mixture for heavy-tailed distributions 0 0 0 0 1 4 4 4
Adaptive Importance Sampling for simulating copula-based distributions 0 0 0 51 0 3 4 136
An extreme value analysis of the last century crises across industries in the U.S. economy 0 0 0 3 2 4 6 32
Approximate maximum likelihood estimation of the Bingham distribution 0 0 0 7 2 3 5 29
Approximate maximum likelihood estimation of the autologistic model 0 0 0 7 2 4 4 73
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 0 35 0 1 1 118
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 1 4 4 4
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 1 2 3 14
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review 0 0 1 14 2 6 8 52
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 1 1 2 13
Estimating rating transition probabilites with missing data 0 0 0 4 1 2 3 22
Fitting spatial regressions to large datasets using unilateral approximations 0 0 0 2 1 2 3 6
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect 0 0 0 1 3 3 9 11
La sopravvivenza immediata delle start-up italiane del settore manifatturiero sanitario: un?analisi multilevel 0 0 1 6 1 2 3 23
Likelihood-based risk estimation for variance-gamma models 0 0 0 3 2 4 6 37
Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination? 1 1 6 15 3 5 18 53
Machine learning techniques for default prediction: an application to small Italian companies 0 0 1 5 0 3 7 16
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals 1 1 1 1 2 7 7 7
Modelling credit default swap spreads by means of normal mixtures and copulas 0 0 0 259 0 2 3 908
On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach 0 0 1 1 1 5 8 9
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 18 2 5 6 95
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements 0 0 0 8 2 2 2 39
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective 0 0 2 41 2 5 11 155
Some analytical results on bivariate stable distributions with an application in operational risk 0 0 1 4 0 1 4 8
Testing Isotropy in Spatial Econometric Models 0 0 1 13 0 1 2 54
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 0 0 3 3 4 7 21
The size distribution of US cities: Not Pareto, even in the tail 0 1 1 35 1 4 5 137
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 0 1 2 15
Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance 0 0 0 0 1 1 1 3
Where Gibrat meets Zipf: Scale and scope of French firms 1 1 1 16 1 4 5 62
Total Journal Articles 3 4 18 575 41 107 171 2,310

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Statistics updated 2026-01-09