Access Statistics for Matteo Farnè

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	1	32	3	5	9	93
Banks' risk-taking within a banking union	0	0	1	16	2	3	6	24
Business models of the banks in the euro area	0	1	5	102	4	7	77	314
Total Working Papers	0	1	7	150	9	15	92	431

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	13	3	10	21	62
A Log-Det Heuristics for Covariance Matrix Estimation: The Analytic Setup	0	0	0	3	0	3	4	13
A large covariance matrix estimator under intermediate spikiness regimes	0	0	0	23	1	5	10	55
An Algebraic Estimator for Large Spectral Density Matrices	0	0	0	2	2	4	4	8
Banks’ business models in the euro area: a cluster analysis in high dimensions	1	2	13	52	2	4	24	124
Banks’ risk-taking within a banking union	0	0	0	0	0	2	3	14
Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator	0	0	0	0	0	0	1	1
Do retail-oriented banks have less non-performing loans?	0	3	4	4	1	8	16	18
Does a bank's business model affect its capital and profitability?	1	2	6	21	5	7	14	62
Large factor model estimation by nuclear norm plus ℓ1 norm penalization	0	0	1	4	3	4	12	19
Liszt’s Étude S.136 no.1: audio data analysis of two different piano recordings	0	0	0	1	2	4	6	8
ROBOUT: a conditional outlier detection methodology for high-dimensional data	0	0	0	0	2	4	4	8
Total Journal Articles	2	7	25	123	21	55	119	392

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Statistics updated 2026-01-09