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 0 51
A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data 0 0 0 164 0 0 0 550
A Trick of the (Pareto) Tail 0 0 0 54 0 0 0 188
A framework for cut-off sampling in business survey design 0 0 2 159 0 0 2 527
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 1 132 0 0 1 303
An extreme value analysis of the last century crises across industries in the U.S. economy 0 0 0 13 0 0 1 57
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 1 4 67 0 1 4 72
An improved pairs trading strategy based on switching regime volatility 0 1 3 81 1 2 6 177
Approximate Maximum Likelihood Estimation of the Autologistic Model 0 0 0 30 0 3 4 97
Approximate likelihood inference for the Bingham distribution 0 0 0 21 0 0 0 49
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 0 166 0 1 3 431
Dynamic VaR models and the Peaks over Threshold method for market risk measurement: an empirical investigation during a financial crisis 0 1 2 150 0 2 4 444
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 1 1 49 0 3 4 90
Estimating the wrapped stable distribution via indirect inference 0 0 1 16 0 1 3 31
Firms� bankruptcy and turnover in a macroeconomy 0 0 0 27 0 0 0 114
Fitting Spatial Econometric Models through the Unilateral Approximation 0 0 1 40 0 0 1 69
Importance Sampling for Sums of Lognormal Distributions, with Applications to Operational Risk 0 0 1 158 0 1 3 496
Likelihood-based Risk Estimation for Variance-Gamma Models 0 0 2 25 2 3 9 84
Mixture models for VaR and stress testing 0 0 0 147 0 1 1 382
On discriminating between lognormal and Pareto tail: A mixture-based approach 0 0 3 22 0 0 10 41
On maximum likelihood estimation of operational loss distributions 0 0 0 73 0 0 0 164
Pareto versus lognormal: a maximum entropy test 0 0 1 95 0 1 4 199
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 27 0 0 0 100
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 0 0 0 0 4
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 0 0 0 1 1
Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling 0 1 2 119 0 1 2 268
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 4 129 0 0 9 387
Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market 0 0 1 149 1 2 5 440
The asymptotic loss distribution in a fat-tailed factor model of portfolio credit risk 0 0 0 151 0 0 0 560
Un modello per l'incorporazione del rischio specifico nel VaR 0 0 0 42 0 0 1 216
Where Gibrat meets Zipf: Scale and Scope of French Firms 0 0 0 50 0 1 2 114
Total Working Papers 0 5 29 2,680 4 23 80 7,806


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 1 71
A Problem of Dimensionality in Normal Mixture Analysis 0 0 0 12 0 0 0 52
A characteristic function-based approach to approximate maximum likelihood estimation 0 0 0 0 0 0 2 3
Adaptive Importance Sampling for simulating copula-based distributions 0 0 0 51 0 0 0 131
An extreme value analysis of the last century crises across industries in the U.S. economy 0 0 0 3 0 0 0 24
Approximate maximum likelihood estimation of the Bingham distribution 0 0 2 7 0 0 2 24
Approximate maximum likelihood estimation of the autologistic model 0 0 0 6 0 0 0 67
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 0 35 1 1 2 113
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 0 0 0 11
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review 0 0 0 13 0 0 1 41
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 0 0 0 10
Estimating rating transition probabilites with missing data 1 1 2 4 1 1 2 18
Fitting spatial regressions to large datasets using unilateral approximations 0 0 1 2 0 0 1 3
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect 0 0 0 0 0 1 1 1
La sopravvivenza immediata delle start-up italiane del settore manifatturiero sanitario: un?analisi multilevel 0 0 0 5 0 0 1 19
Likelihood-based risk estimation for variance-gamma models 0 0 1 3 0 1 3 27
Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination? 1 2 2 9 4 6 11 26
Machine learning techniques for default prediction: an application to small Italian companies 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 0 0 903
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 1 18 1 1 6 88
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements 0 0 1 8 0 0 2 36
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective 0 1 2 39 3 5 9 135
Some analytical results on bivariate stable distributions with an application in operational risk 0 1 1 2 0 1 1 3
Testing Isotropy in Spatial Econometric Models 0 0 0 10 0 0 0 49
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 1 2 3 0 1 2 9
The size distribution of US cities: Not Pareto, even in the tail 0 0 0 34 0 0 0 131
The truncated g-and-h distribution: estimation and application to loss modeling 0 0 0 1 0 0 0 5
US stock returns: are there seasons of excesses? 0 0 0 1 0 0 3 12
Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance 0 0 0 0 0 0 0 0
Where Gibrat meets Zipf: Scale and scope of French firms 0 0 0 15 0 0 1 55
Total Journal Articles 2 6 15 548 10 18 51 2,067


Statistics updated 2024-02-04