Access Statistics for Matteo Farnè

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 methodology for automised outlier detection in high-dimensional datasets: an application to euro area banks' supervisory data 0 0 0 32 2 2 21 109
Banks' risk-taking within a banking union 0 0 0 16 0 0 5 26
Business models of the banks in the euro area 0 1 3 104 3 5 86 332
Total Working Papers 0 1 3 152 5 7 112 467


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Method to Test Granger-Causality in the Frequency Domain 0 0 0 13 2 2 30 82
A Log-Det Heuristics for Covariance Matrix Estimation: The Analytic Setup 0 0 0 3 0 1 17 27
A large covariance matrix estimator under intermediate spikiness regimes 1 1 1 24 1 3 13 63
An Algebraic Estimator for Large Spectral Density Matrices 0 0 0 2 1 1 13 17
Banks’ business models in the euro area: a cluster analysis in high dimensions 0 1 6 56 1 4 28 148
Banks’ risk-taking within a banking union 0 0 0 0 0 0 11 23
Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator 0 0 0 0 0 0 2 2
Do retail-oriented banks have less non-performing loans? 2 2 7 8 4 6 33 41
Does a bank's business model affect its capital and profitability? 0 0 4 21 0 0 16 69
Large factor model estimation by nuclear norm plus ℓ1 norm penalization 0 0 0 4 0 0 13 28
Liszt’s Étude S.136 no.1: audio data analysis of two different piano recordings 0 0 0 1 2 2 14 18
ROBOUT: a conditional outlier detection methodology for high-dimensional data 0 0 0 0 0 0 12 16
The Impact of Climatic Factors on Respiratory Pharmaceutical Demand: A Comparison of Forecasting Models for Greece 2 2 2 2 2 2 10 10
Total Journal Articles 5 6 20 134 13 21 212 544


Statistics updated 2026-09-10