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 2 5 12 64
A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data 0 0 0 164 2 4 11 562
A Trick of the (Pareto) Tail 0 0 0 54 3 5 17 210
A framework for cut-off sampling in business survey design 0 0 0 162 3 5 14 548
A note on maximum likelihood estimation of a Pareto mixture 0 0 0 140 2 2 10 474
Aggregation of regional economic time series with different spatial correlation structures 0 0 1 133 1 2 8 311
An extreme value analysis of the last century crises across industries in the U.S. economy 0 0 0 13 3 5 12 71
An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 2 70 4 9 22 99
An improved pairs trading strategy based on switching regime volatility 0 1 3 85 1 2 10 190
Approximate Maximum Likelihood Estimation of the Autologistic Model 0 0 0 30 0 3 10 107
Approximate likelihood inference for the Bingham distribution 0 0 0 21 0 2 7 57
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 0 169 3 5 11 445
Dynamic VaR models and the Peaks over Threshold method for market risk measurement: an empirical investigation during a financial crisis 0 0 0 153 6 9 20 468
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 49 3 3 15 107
Estimating the wrapped stable distribution via indirect inference 0 1 1 17 0 1 6 38
Firms� bankruptcy and turnover in a macroeconomy 0 0 0 27 2 2 15 130
Fitting Spatial Econometric Models through the Unilateral Approximation 0 1 1 42 3 4 10 81
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 3 4 16 103
Mixture models for VaR and stress testing 0 0 1 149 1 3 18 403
On discriminating between lognormal and Pareto tail: A mixture-based approach 0 0 1 24 3 5 22 68
On maximum likelihood estimation of operational loss distributions 0 0 0 73 3 3 7 171
Pareto versus lognormal: a maximum entropy test 0 0 0 98 8 17 25 229
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 27 2 5 18 120
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 0 0 2 3 6
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 0 4 14 22 27
Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling 0 0 0 120 1 1 13 285
Spatial models for flood risk assessment 0 0 0 149 1 1 8 644
Statistical analysis of the Lognormal-Pareto distribution using Probability Weighted Moments and Maximum Likelihood 0 0 0 133 2 5 17 418
Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market 0 0 0 149 3 4 10 453
The asymptotic loss distribution in a fat-tailed factor model of portfolio credit risk 0 0 0 151 1 2 7 569
Un modello per l'incorporazione del rischio specifico nel VaR 0 0 0 42 0 0 4 221
Where Gibrat meets Zipf: Scale and Scope of French Firms 0 0 0 50 2 7 12 127
Total Working Papers 0 4 13 2,715 72 141 416 8,308

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 5 77
A Problem of Dimensionality in Normal Mixture Analysis 0 0 0 12 1 2 7 60
A characteristic function-based approach to approximate maximum likelihood estimation 0 0 0 0 0 1 11 18
A parsimonious dynamic mixture for heavy-tailed distributions 1 1 1 1 2 2 8 8
Adaptive Importance Sampling for simulating copula-based distributions 0 1 1 52 2 6 12 145
An extreme value analysis of the last century crises across industries in the U.S. economy 0 0 0 3 4 5 16 42
Approximate maximum likelihood estimation of the Bingham distribution 0 0 0 7 3 4 9 33
Approximate maximum likelihood estimation of the autologistic model 0 0 0 7 1 1 6 75
Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models 0 0 0 35 2 2 7 124
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 5 11 11
Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach 0 0 0 0 1 1 6 18
Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review 0 0 0 14 3 7 16 62
Estimating large losses in insurance analytics and operational risk using the g-and-h distribution 0 0 0 2 0 1 9 20
Estimating rating transition probabilites with missing data 0 0 0 4 2 3 8 27
Estimation and model selection of heterogeneous mixture distributions: an ECME algorithm-based approach 0 0 0 0 2 2 2 2
Fitting spatial regressions to large datasets using unilateral approximations 0 0 0 2 0 1 6 9
Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect 1 1 1 2 5 6 11 19
La sopravvivenza immediata delle start-up italiane del settore manifatturiero sanitario: un?analisi multilevel 0 0 1 6 4 7 11 31
Likelihood-based risk estimation for variance-gamma models 0 0 0 3 1 4 9 41
Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination? 0 0 3 15 2 8 23 64
Machine learning techniques for default prediction: an application to small Italian companies 0 0 1 5 1 5 12 22
Modeling multivariate operational losses via copula-based distributions with g-and-h marginals 0 0 1 1 3 4 12 12
Modelling credit default swap spreads by means of normal mixtures and copulas 0 0 0 259 1 2 7 913
On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach 0 0 1 1 1 2 15 16
Powerless: gains from trade when firm productivity is not Pareto distributed 0 0 0 18 5 7 14 104
Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements 0 0 0 8 0 2 7 44
Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective 0 0 3 42 2 4 17 163
Some analytical results on bivariate stable distributions with an application in operational risk 0 0 0 4 1 2 6 13
Testing Isotropy in Spatial Econometric Models 0 0 0 13 3 5 7 60
Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach 0 0 0 3 2 4 10 26
The size distribution of US cities: Not Pareto, even in the tail 0 0 1 35 2 2 14 146
The truncated g-and-h distribution: estimation and application to loss modeling 0 0 0 1 1 1 4 11
US stock returns: are there seasons of excesses? 0 0 1 2 1 3 9 22
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 1 2 10 68
Total Journal Articles 2 3 16 579 61 114 338 2,509

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Statistics updated 2026-05-06