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 1 5 20 107
Banks' risk-taking within a banking union 0 0 1 16 0 1 7 26
Business models of the banks in the euro area 1 1 2 103 3 8 83 327
Total Working Papers 1 1 3 151 4 14 110 460


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 3 5 30 80
A Log-Det Heuristics for Covariance Matrix Estimation: The Analytic Setup 0 0 0 3 0 5 17 26
A large covariance matrix estimator under intermediate spikiness regimes 0 0 0 23 0 1 12 60
An Algebraic Estimator for Large Spectral Density Matrices 0 0 0 2 0 3 12 16
Banks’ business models in the euro area: a cluster analysis in high dimensions 0 1 10 55 0 7 34 144
Banks’ risk-taking within a banking union 0 0 0 0 0 3 12 23
Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator 0 0 0 0 0 0 2 2
Do retail-oriented banks have less non-performing loans? 2 2 5 6 3 7 31 35
Does a bank's business model affect its capital and profitability? 0 0 4 21 0 2 18 69
Large factor model estimation by nuclear norm plus ℓ1 norm penalization 0 0 0 4 0 4 14 28
Liszt’s Étude S.136 no.1: audio data analysis of two different piano recordings 0 0 0 1 1 3 14 16
ROBOUT: a conditional outlier detection methodology for high-dimensional data 0 0 0 0 0 2 12 16
The Impact of Climatic Factors on Respiratory Pharmaceutical Demand: A Comparison of Forecasting Models for Greece 0 0 0 0 1 4 8 8
Total Journal Articles 2 3 19 128 8 46 216 523


Statistics updated 2026-06-04