Marco Bee
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Affiliations
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Università degli Studi di Trento
/ Dipartimento di Economia e Management
Research profile
author of:
- A Problem of Dimensionality in Normal Mixture Analysis (RePEc:bla:scjsta:v:29:y:2002:i:3:p:485-500)
by Marco Bee & Bernard Flury - Approximate maximum likelihood estimation of the Bingham distribution (RePEc:eee:csdana:v:108:y:2017:i:c:p:84-96)
by Bee, Marco & Benedetti, Roberto & Espa, Giuseppe - Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance (RePEc:eee:csdana:v:185:y:2023:i:c:s0167947323000750)
by Bee, Marco - Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (RePEc:eee:csdana:v:55:y:2011:i:8:p:2525-2539)
by Taufer, Emanuele & Leonenko, Nikolai & Bee, Marco - Approximate maximum likelihood estimation of the autologistic model (RePEc:eee:csdana:v:84:y:2015:i:c:p:14-26)
by Bee, Marco & Espa, Giuseppe & Giuliani, Diego - An extreme value analysis of the last century crises across industries in the U.S. economy (RePEc:eee:dyncon:v:81:y:2017:i:c:p:65-78)
by Bee, Marco & Riccaboni, Massimo & Trapin, Luca - The size distribution of US cities: Not Pareto, even in the tail (RePEc:eee:ecolet:v:120:y:2013:i:2:p:232-237)
by Bee, Marco & Riccaboni, Massimo & Schiavo, Stefano - Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective (RePEc:eee:empfin:v:36:y:2016:i:c:p:86-99)
by Bee, Marco & Dupuis, Debbie J. & Trapin, Luca - Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect (RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003198)
by Pourkhanali, Armin & Tafakori, Laleh & Bee, Marco - Adaptive Importance Sampling for simulating copula-based distributions (RePEc:eee:insuma:v:48:y:2011:i:2:p:237-245)
by Bee, Marco - Where Gibrat meets Zipf: Scale and scope of French firms (RePEc:eee:phsmap:v:481:y:2017:i:c:p:265-275)
by Bee, Marco & Riccaboni, Massimo & Schiavo, Stefano - La sopravvivenza immediata delle start-up italiane del settore manifatturiero sanitario: un?analisi multilevel (RePEc:fan:restre:v:html10.3280/rest2016-003004)
by Marco Bee & Maria Michela Dickson & Diego Giuliani & Davide Piacentino & Flavio Santi & Emanuele Taufer - Powerless : gains from trade when firm productivity is not Pareto distributed (RePEc:fce:doctra:1519)
by Marco Bee & Stefano Schiavo - Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination? (RePEc:gam:jrisks:v:10:y:2022:i:9:p:169-:d:895806)
by Ahmed Almustfa Hussin Adam Khatir & Marco Bee - Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review (RePEc:gam:jrisks:v:6:y:2018:i:2:p:45-:d:142858)
by Marco Bee & Luca Trapin - Powerless : gains from trade when firm productivity is not Pareto distributed (RePEc:hal:spmain:hal-03459690)
by Stefano Schiavo & Marco Bee - Powerless : gains from trade when firm productivity is not Pareto distributed (RePEc:hal:wpaper:hal-03459690)
by Stefano Schiavo & Marco Bee - An extreme value analysis of the last century crises across industries in the U.S. economy (RePEc:ial:wpaper:02/2016)
by Marco Bee & Massimo Riccaboni & Luca Trapin - Machine learning techniques for default prediction: an application to small Italian companies (RePEc:pal:risman:v:26:y:2024:i:1:d:10.1057_s41283-023-00132-2)
by Flavio Bazzana & Marco Bee & Ahmed Almustfa Hussin Adam Khatir - Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach (RePEc:spr:compst:v:36:y:2021:i:3:d:10.1007_s00180-021-01078-3)
by Marco Bee & Julien Hambuckers & Flavio Santi & Luca Trapin - The truncated g-and-h distribution: estimation and application to loss modeling (RePEc:spr:compst:v:37:y:2022:i:4:d:10.1007_s00180-021-01179-z)
by Marco Bee - A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data (RePEc:spr:lsprsc:v:1:y:2008:i:1:p:45-54)
by Marco Bee & Giuseppe Espa - Estimating rating transition probabilites with missing data (RePEc:spr:stmapp:v:14:y:2005:i:1:d:10.1007_bf02511578)
by Marco Bee - Likelihood-based risk estimation for variance-gamma models (RePEc:spr:stmapp:v:27:y:2018:i:1:d:10.1007_s10260-017-0393-z)
by Marco Bee & Maria Michela Dickson & Flavio Santi - Powerless: gains from trade when firm productivity is not Pareto distributed (RePEc:spr:weltar:v:154:y:2018:i:1:d:10.1007_s10290-017-0295-z)
by Marco Bee & Stefano Schiavo - Modelling credit default swap spreads by means of normal mixtures and copulas (RePEc:taf:apmtfi:v:11:y:2004:i:2:p:125-146)
by Marco Bee - A characteristic function-based approach to approximate maximum likelihood estimation (RePEc:taf:lstaxx:v:47:y:2018:i:13:p:3138-3160)
by M. Bee & L. Trapin - Fitting spatial regressions to large datasets using unilateral approximations (RePEc:taf:lstaxx:v:47:y:2018:i:1:p:222-238)
by Giuseppe Arbia & Marco Bee & Giuseppe Espa & Flavio Santi - US stock returns: are there seasons of excesses? (RePEc:taf:quantf:v:16:y:2016:i:9:p:1453-1464)
by Marco Bee & Debbie J. Dupuis & Luca Trapin - Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach (RePEc:taf:quantf:v:19:y:2019:i:8:p:1255-1266)
by M. Bee & J. Hambuckers & L. Trapin - Estimating large losses in insurance analytics and operational risk using the g-and-h distribution (RePEc:taf:quantf:v:21:y:2021:i:7:p:1207-1221)
by M. Bee & J. Hambuckers & L. Trapin - Some analytical results on bivariate stable distributions with an application in operational risk (RePEc:taf:quantf:v:22:y:2022:i:7:p:1355-1369)
by L. Tafakori & M. Bee & A.R. Soltani - Testing Isotropy in Spatial Econometric Models (RePEc:taf:specan:v:8:y:2013:i:3:p:228-240)
by Giuseppe Arbia & Marco Bee & Giuseppe Espa - Firms� bankruptcy and turnover in a macroeconomy (RePEc:trn:utwpde:0203)
by Marco Bee & Giuseppe Espa & Roberto Tamborini - On maximum likelihood estimation of operational loss distributions (RePEc:trn:utwpde:0503)
by Marco Bee - The asymptotic loss distribution in a fat-tailed factor model of portfolio credit risk (RePEc:trn:utwpde:0701)
by Marco Bee - A framework for cut-off sampling in business survey design (RePEc:trn:utwpde:0709)
by Marco Bee & Roberto Benedetti & Giuseppe Espa - Spatial models for flood risk assessment (RePEc:trn:utwpde:0710)
by Marco Bee & Roberto Benedetti & Giuseppe Espa - Aggregation of regional economic time series with different spatial correlation structures (RePEc:trn:utwpde:0720)
by Giuseppe Arbia & Marco Bee & Giuseppe Espa - Importance Sampling for Sums of Lognormal Distributions, with Applications to Operational Risk (RePEc:trn:utwpde:0728)
by Marco Bee - A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data (RePEc:trn:utwpde:0801)
by Marco Bee & Giuseppe Espa - A note on maximum likelihood estimation of a Pareto mixture (RePEc:trn:utwpde:0903)
by Marco Bee & Roberto Benedetti & Giuseppe Espa - Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling (RePEc:trn:utwpde:1003)
by Marco Bee - Dynamic VaR models and the Peaks over Threshold method for market risk measurement: an empirical investigation during a financial crisis (RePEc:trn:utwpde:1009)
by Marco Bee & Fabrizio Miorelli - Pareto versus lognormal: a maximum entropy test (RePEc:trn:utwpde:1102)
by Marco Bee & Massimo Riccaboni & Stefano Schiavo - A Trick of the (Pareto) Tail (RePEc:trn:utwpde:1206)
by Marco Bee & Massimo Riccaboni & Stefano Schiavo - Statistical analysis of the Lognormal-Pareto distribution using Probability Weighted Moments and Maximum Likelihood (RePEc:trn:utwpde:1208)
by Marco Bee - Approximate Maximum Likelihood Estimation of the Autologistic Model (RePEc:trn:utwpem:2013/12)
by Marco Bee & Diego GIuliani & Giuseppe Espa - Where Gibrat meets Zipf: Scale and Scope of French Firms (RePEc:trn:utwpem:2014/03)
by MArco Bee & Massimo Riccaboni & Stefano Schiavo - Fitting Spatial Econometric Models through the Unilateral Approximation (RePEc:trn:utwpem:2014/08)
by Giuseppe Arbia & Marco Bee & Giuseppe Espa & Flavio Santi - An improved pairs trading strategy based on switching regime volatility (RePEc:trn:utwpem:2015/13)
by Marco Bee & Giulio Gatti - Approximate likelihood inference for the Bingham distribution (RePEc:trn:utwprg:2015/02)
by Marco Bee & Roberto Benedetti & Giuseppe Espa - A Cross-Entropy approach to the estimation of Generalised Linear Multilevel Models (RePEc:trn:utwprg:2015/04)
by Marco Bee & Giuseppe Espa & Diego Giuliani & Flavio Santi - Likelihood-based Risk Estimation for Variance-Gamma Models (RePEc:trn:utwprg:2017/03)
by Marco Bee & Maria Michela Dickson & Flavio Santi - Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach (RePEc:trn:utwprg:2018/08)
by Marco Bee & Julien Hambuckers & Luca Trapin - Estimating the wrapped stable distribution via indirect inference (RePEc:trn:utwprg:2018/11)
by Marco Bee - An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution (RePEc:trn:utwprg:2019/11)
by Marco Bee & Julien Hambuckers & Luca Trapin - On discriminating between lognormal and Pareto tail: A mixture-based approach (RePEc:trn:utwprg:2020/9)
by Marco Bee - Mixture models for VaR and stress testing (RePEc:trt:aleatr:012)
by Marco Bee - Un modello per l'incorporazione del rischio specifico nel VaR (RePEc:trt:aleatr:013)
by Marco Bee - Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market (RePEc:trt:aleatr:018)
by Marco Bee & Amedeo Gazzini - Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models (RePEc:trt:disawp:0907)
by Emanuele Taufer & Nikolai Leonenko & Marco Bee - Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements (RePEc:wly:japmet:v:33:y:2018:i:3:p:398-415)
by Marco Bee & Debbie J. Dupuis & Luca Trapin