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 3 8 20 106
Banks' risk-taking within a banking union 0 0 1 16 1 1 7 26
Business models of the banks in the euro area 0 0 2 102 2 7 82 324
Total Working Papers 0 0 3 150 6 16 109 456

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 0 8 31 77
A Log-Det Heuristics for Covariance Matrix Estimation: The Analytic Setup 0 0 0 3 4 8 17 26
A large covariance matrix estimator under intermediate spikiness regimes 0 0 0 23 0 1 14 60
An Algebraic Estimator for Large Spectral Density Matrices 0 0 0 2 3 7 12 16
Banks’ business models in the euro area: a cluster analysis in high dimensions 0 1 12 55 5 11 37 144
Banks’ risk-taking within a banking union 0 0 0 0 3 4 12 23
Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator 0 0 0 0 0 1 2 2
Do retail-oriented banks have less non-performing loans? 0 0 3 4 4 8 28 32
Does a bank's business model affect its capital and profitability? 0 0 6 21 1 3 20 69
Large factor model estimation by nuclear norm plus ℓ1 norm penalization 0 0 0 4 3 5 16 28
Liszt’s Étude S.136 no.1: audio data analysis of two different piano recordings 0 0 0 1 2 4 13 15
ROBOUT: a conditional outlier detection methodology for high-dimensional data 0 0 0 0 0 5 12 16
The Impact of Climatic Factors on Respiratory Pharmaceutical Demand: A Comparison of Forecasting Models for Greece 0 0 0 0 3 3 7 7
Total Journal Articles 0 1 21 126 28 68 221 515

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Statistics updated 2026-05-06