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 4 12 17 102
Banks' risk-taking within a banking union 0 0 1 16 0 3 6 25
Business models of the banks in the euro area 0 0 5 102 2 9 81 319
Total Working Papers 0 0 7 150 6 24 104 446


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 6 16 29 75
A Log-Det Heuristics for Covariance Matrix Estimation: The Analytic Setup 0 0 0 3 3 8 12 21
A large covariance matrix estimator under intermediate spikiness regimes 0 0 0 23 0 5 13 59
An Algebraic Estimator for Large Spectral Density Matrices 0 0 0 2 4 7 9 13
Banks’ business models in the euro area: a cluster analysis in high dimensions 0 3 13 54 4 15 34 137
Banks’ risk-taking within a banking union 0 0 0 0 1 6 9 20
Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator 0 0 0 0 1 1 2 2
Do retail-oriented banks have less non-performing loans? 0 0 4 4 4 11 25 28
Does a bank's business model affect its capital and profitability? 0 1 6 21 1 10 19 67
Large factor model estimation by nuclear norm plus ℓ1 norm penalization 0 0 0 4 1 8 14 24
Liszt’s Étude S.136 no.1: audio data analysis of two different piano recordings 0 0 0 1 2 7 11 13
ROBOUT: a conditional outlier detection methodology for high-dimensional data 0 0 0 0 3 8 10 14
The Impact of Climatic Factors on Respiratory Pharmaceutical Demand: A Comparison of Forecasting Models for Greece 0 0 0 0 0 4 4 4
Total Journal Articles 0 4 23 125 30 106 191 477


Statistics updated 2026-03-04