Marco Bee : Citation Profile


Are you Marco Bee?

Università degli Studi di Trento

6

H index

2

i10 index

78

Citations

RESEARCH PRODUCTION:

19

Articles

30

Papers

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 4
   Journals where Marco Bee has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 13 (14.29 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pbe243
   Updated: 2020-01-18    RAS profile: 2019-12-22    
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Relations with other researchers


Works with:

Trapin, Luca (7)

Schiavo, Stefano (5)

Riccaboni, Massimo (5)

Santi, Flavio (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Bee.

Is cited by:

Modica, Marco (4)

Fazio, Giorgio (4)

Riccaboni, Massimo (3)

Ramos, Arturo (3)

Sacconi, Lorenzo (3)

Growiec, Jakub (3)

Montebruno, Piero (2)

González-Val, Rafael (2)

Schanne, Norbert (2)

Pammolli, Fabio (2)

Neary, J. Peter (2)

Cites to:

Riccaboni, Massimo (14)

Bollerslev, Tim (14)

Pammolli, Fabio (10)

Gabaix, Xavier (7)

Thoenig, Mathias (6)

mayer, thierry (6)

Corsi, Fulvio (6)

Tauchen, George (6)

Shephard, Neil (6)

Head, Keith (6)

Andersen, Torben (5)

Main data


Where Marco Bee has published?


Journals with more than one article published# docs
Computational Statistics & Data Analysis3
Statistical Methods & Applications2

Working Papers Series with more than one paper published# docs
Department of Economics Working Papers / Department of Economics, University of Trento, Italia14
DEM Working Papers / Department of Economics and Management6
DEM Discussion Papers / Department of Economics and Management4
Alea Tech Reports / Department of Computer and Management Sciences, University of Trento, Italy3

Recent works citing Marco Bee (2019 and 2018)


YearTitle of citing document
2018Diversification, economies of scope, and exports growth of Chinese firms. (2018). Li, Le ; Duenas, Marco ; Campi, Mercedes ; Wu, Huabin. In: Papers. RePEc:arx:papers:1801.02681.

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2019The Micro-economics of Export Supply: Firm-Level Evidence from Mexico. (2019). Alfonso, Cebreros. In: Working Papers. RePEc:bdm:wpaper:2019-02.

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2017Sales and Markup Dispersion: Theory and Empirics. (2017). Parenti, Mathieu ; Neary, J. Peter ; Mrazova, Monika. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12044.

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2019IO for Export(s). (2019). Neary, Peter J ; Mrazova, Monika. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14133.

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2019Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data. (2019). Mohamed, Ibrahim ; Chan, Jennifer So-Kuen ; Ng, Kok-Haur ; Tan, Shay-Kee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:537-551.

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2018New evidence on asymmetric return–volume dependence and extreme movements. (2018). Wang, Yi-Chiuan ; Lai, Yi-Hao ; Wu, Jyh-Lin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:212-227.

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2019Forecasting the U.S. stock volatility: An aligned jump index from G7 stock markets. (2019). Zhang, Yaojie ; Wahab, M. I. M., ; Ma, Feng. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:54:y:2019:i:c:p:132-146.

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2018Scale-free distribution of firm-size distribution in emerging economies. (2018). Výrost, Tomᚠ; Vrost, Toma ; Lyocsa, Tefan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:501-505.

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2019Zipf’s law, the coherence of the urban system and city size distribution: Evidence from Pakistan. (2019). Arshad, Sidra ; Ashraf, Badar Nadeem ; Hu, Shougeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:513:y:2019:i:c:p:87-103.

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2019A tale of two tails: Do Power Law and Lognormal models fit firm-size distributions in the mid-Victorian era?. (2019). Montebruno, Piero ; Smith, Harry ; van Lieshout, Carry ; Bennett, Robert J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:858-875.

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2019Size distribution of cities: A kinetic explanation. (2019). Toscani, Giuseppe ; Gualandi, Stefano. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:524:y:2019:i:c:p:221-234.

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2019Estimating Conditional Value at Risk in the Tehran Stock Exchange Based on the Extreme Value Theory Using GARCH Models. (2019). Ghasemi, Foroogh ; Tamoaitien, Jolanta ; Yousefi, Vahidreza ; Tabasi, Hamed. In: Administrative Sciences. RePEc:gam:jadmsc:v:9:y:2019:i:2:p:40-:d:234128.

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2019IO FOR EXPORT(S). (2019). Neary, J. Peter ; Mrzov, Monika. In: Economics Series Working Papers. RePEc:oxf:wpaper:868.

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2017Econophysics and Financial Economics: An Emerging Dialogue. (2017). Schinckus, Christophe ; Jovanovic, Franck . In: OUP Catalogue. RePEc:oxp:obooks:9780190205034.

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2017Corporate Taxation in the Open Economy without Pareto. (2017). Bawa, Siraj. In: MPRA Paper. RePEc:pra:mprapa:80857.

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2018Fourier inference for stochastic volatility models with heavy-tailed innovations. (2018). Ebner, Bruno ; Meintanis, Simos G ; Klar, Bernhard . In: Statistical Papers. RePEc:spr:stpapr:v:59:y:2018:i:3:d:10.1007_s00362-016-0803-6.

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2017Hull-White’s value at risk model: case study of Baltic equities market. (2017). Radivojevi, Nikola ; Dj, Djurdjica ; Uri, Nikola V. In: Journal of Business Economics and Management. RePEc:taf:jbemgt:v:18:y:2017:i:5:p:1023-1041.

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2019Distribution of Cities in Federal Districts of Russia: Testing of the Zipf Law. (2019). Manaeva, Inna. In: Economy of region. RePEc:ura:ecregj:v:1:y:2019:i:1:p:84-98.

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2017Pareto tails in socio-economic phenomena: A kinetic description. (2017). Toscani, Giuseppe ; Gualandi, Stefano. In: Economics Discussion Papers. RePEc:zbw:ifwedp:2017111.

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2018Pareto tails in socio-economic phenomena: A kinetic description. (2018). Gualandi, Stefano ; Toscani, Giuseppe. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201831.

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2018A flexible regime switching model with pairs trading application to the S&P 500 high-frequency stock returns. (2018). Stubinger, Johannes ; Endres, Sylvia. In: FAU Discussion Papers in Economics. RePEc:zbw:iwqwdp:072018.

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Works by Marco Bee:


YearTitleTypeCited
2002A Problem of Dimensionality in Normal Mixture Analysis In: Scandinavian Journal of Statistics.
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article0
2017Approximate maximum likelihood estimation of the Bingham distribution In: Computational Statistics & Data Analysis.
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article0
2011Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models In: Computational Statistics & Data Analysis.
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article7
2009Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models..(2009) In: DISA Working Papers.
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This paper has another version. Agregated cites: 7
paper
2015Approximate maximum likelihood estimation of the autologistic model In: Computational Statistics & Data Analysis.
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article0
2013Approximate Maximum Likelihood Estimation of the Autologistic Model.(2013) In: DEM Discussion Papers.
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This paper has another version. Agregated cites: 0
paper
2017An extreme value analysis of the last century crises across industries in the U.S. economy In: Journal of Economic Dynamics and Control.
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article0
2016An extreme value analysis of the last century crises across industries in the U.S. economy.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2013The size distribution of US cities: Not Pareto, even in the tail In: Economics Letters.
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article11
2016Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective In: Journal of Empirical Finance.
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article2
2011Adaptive Importance Sampling for simulating copula-based distributions In: Insurance: Mathematics and Economics.
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article1
2017Where Gibrat meets Zipf: Scale and scope of French firms In: Physica A: Statistical Mechanics and its Applications.
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article6
2014Where Gibrat meets Zipf: Scale and Scope of French Firms.(2014) In: DEM Discussion Papers.
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This paper has another version. Agregated cites: 6
paper
2016La sopravvivenza immediata delle start-up italiane del settore manifatturiero sanitario: un’analisi multilevel In: RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO.
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article0
2015Powerless : gains from trade when firm productivity is not Pareto distributed In: Documents de Travail de l'OFCE.
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paper6
2018Powerless: gains from trade when firm productivity is not Pareto distributed.(2018) In: Review of World Economics (Weltwirtschaftliches Archiv).
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This paper has another version. Agregated cites: 6
article
2018Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review In: Risks.
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article1
2008A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data In: Letters in Spatial and Resource Sciences.
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article1
2008A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data.(2008) In: Department of Economics Working Papers.
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This paper has another version. Agregated cites: 1
paper
2005Estimating rating transition probabilites with missing data In: Statistical Methods & Applications.
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article0
2018Likelihood-based risk estimation for variance-gamma models In: Statistical Methods & Applications.
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article0
2017Likelihood-based Risk Estimation for Variance-Gamma Models.(2017) In: DEM Working Papers.
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2004Modelling credit default swap spreads by means of normal mixtures and copulas In: Applied Mathematical Finance.
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article1
2016US stock returns: are there seasons of excesses? In: Quantitative Finance.
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article0
2013Testing Isotropy in Spatial Econometric Models In: Spatial Economic Analysis.
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2002Firms� bankruptcy and turnover in a macroeconomy In: Department of Economics Working Papers.
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2005On maximum likelihood estimation of operational loss distributions In: Department of Economics Working Papers.
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2007The asymptotic loss distribution in a fat-tailed factor model of portfolio credit risk In: Department of Economics Working Papers.
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2007A framework for cut-off sampling in business survey design In: Department of Economics Working Papers.
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2007Spatial models for flood risk assessment In: Department of Economics Working Papers.
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2007Aggregation of regional economic time series with different spatial correlation structures In: Department of Economics Working Papers.
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paper3
2007Importance Sampling for Sums of Lognormal Distributions, with Applications to Operational Risk In: Department of Economics Working Papers.
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2009A note on maximum likelihood estimation of a Pareto mixture In: Department of Economics Working Papers.
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2010Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling In: Department of Economics Working Papers.
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2010Dynamic VaR models and the Peaks over Threshold method for market risk measurement: an empirical investigation during a financial crisis In: Department of Economics Working Papers.
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2011Pareto versus lognormal: a maximum entropy test In: Department of Economics Working Papers.
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2012A Trick of the (Pareto) Tail In: Department of Economics Working Papers.
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2012Statistical analysis of the Lognormal-Pareto distribution using Probability Weighted Moments and Maximum Likelihood In: Department of Economics Working Papers.
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2014Fitting Spatial Econometric Models through the Unilateral Approximation. In: DEM Discussion Papers.
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2015An improved pairs trading strategy based on switching regime volatility In: DEM Discussion Papers.
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paper1
2015Approximate likelihood inference for the Bingham distribution In: DEM Working Papers.
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paper0
2015A Cross-Entropy approach to the estimation of Generalised Linear Multilevel Models In: DEM Working Papers.
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paper0
2018Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach. In: DEM Working Papers.
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2018Estimating the wrapped stable distribution via indirect inference In: DEM Working Papers.
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2019An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution In: DEM Working Papers.
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2008Mixture models for VaR and stress testing. In: Alea Tech Reports.
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2008Un modello per lincorporazione del rischio specifico nel VaR. In: Alea Tech Reports.
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2008Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market. In: Alea Tech Reports.
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2018Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements In: Journal of Applied Econometrics.
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