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	1	2	6	90
Banks' risk-taking within a banking union	0	0	1	16	1	1	4	22
Business models of the banks in the euro area	1	1	5	102	2	64	74	310
Total Working Papers	1	1	7	150	4	67	84	422

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	2	13	2	7	21	59
A Log-Det Heuristics for Covariance Matrix Estimation: The Analytic Setup	0	0	0	3	3	3	4	13
A large covariance matrix estimator under intermediate spikiness regimes	0	0	0	23	3	4	9	54
An Algebraic Estimator for Large Spectral Density Matrices	0	0	0	2	1	2	3	6
Banks’ business models in the euro area: a cluster analysis in high dimensions	1	1	12	51	2	2	24	122
Banks’ risk-taking within a banking union	0	0	0	0	1	2	3	14
Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator	0	0	0	0	0	1	1	1
Do retail-oriented banks have less non-performing loans?	2	3	4	4	4	9	15	17
Does a bank's business model affect its capital and profitability?	0	3	5	20	1	4	10	57
Large factor model estimation by nuclear norm plus ℓ1 norm penalization	0	0	1	4	0	1	9	16
Liszt’s Étude S.136 no.1: audio data analysis of two different piano recordings	0	0	1	1	1	2	6	6
ROBOUT: a conditional outlier detection methodology for high-dimensional data	0	0	0	0	1	2	2	6
Total Journal Articles	3	7	25	121	19	39	107	371

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Statistics updated 2025-12-06