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 1 32 0 0 5 88
Banks' risk-taking within a banking union 0 0 1 16 0 0 3 21
Business models of the banks in the euro area 0 0 5 101 61 63 73 307
Total Working Papers 0 0 7 149 61 63 81 416


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 3 13 0 0 18 52
A Log-Det Heuristics for Covariance Matrix Estimation: The Analytic Setup 0 0 1 3 0 1 2 10
A large covariance matrix estimator under intermediate spikiness regimes 0 0 1 23 0 2 6 50
An Algebraic Estimator for Large Spectral Density Matrices 0 0 1 2 0 0 2 4
Banks’ business models in the euro area: a cluster analysis in high dimensions 0 5 14 50 0 8 28 120
Banks’ risk-taking within a banking union 0 0 0 0 0 0 1 12
Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator 0 0 0 0 1 1 1 1
Do retail-oriented banks have less non-performing loans? 0 0 1 1 2 5 8 10
Does a bank's business model affect its capital and profitability? 2 2 4 19 2 3 9 55
Large factor model estimation by nuclear norm plus ℓ1 norm penalization 0 0 1 4 0 1 9 15
Liszt’s Étude S.136 no.1: audio data analysis of two different piano recordings 0 0 1 1 0 1 4 4
ROBOUT: a conditional outlier detection methodology for high-dimensional data 0 0 0 0 0 0 2 4
Total Journal Articles 2 7 27 116 5 22 90 337


Statistics updated 2025-10-06