7
H index
7
i10 index
180
Citations
Marco Bee : Citation Profile
Università degli Studi di Trento | RESEARCH PRODUCTION: 31 Articles 33 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2002 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marco Bee. | Is cited by:
| Cites to:
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Main data
Where Marco Bee has published?
| Journals with more than one article published | # docs |
|---|---|
| Quantitative Finance | 4 |
| Computational Statistics & Data Analysis | 4 |
| Computational Statistics | 2 |
| Communications in Statistics - Theory and Methods | 2 |
| Risks | 2 |
| Statistical Methods & Applications | 2 |
Recent works citing Marco Bee (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Immigration and the skill premium. (2024). Trionfetti, Federico ; Maggioni, Daniela ; lo Turco, Alessia. In: AMSE Working Papers. RePEc:aim:wpaimx:2414. Full description at Econpapers || Download paper |
| 2024 | Targeted aspect-based emotion analysis to detect opportunities and precaution in financial Twitter messages. (2024). Gonz, Francisco J ; Barros-Vila, Ana ; de Arriba, Francisco ; Garc, Silvia. In: Papers. RePEc:arx:papers:2404.08665. Full description at Econpapers || Download paper |
| 2024 | Heterogeneity effect of positive and negative jumps on the realized volatility: Evidence from China. (2024). Xu, Yang ; Zhang, Qichao ; Huang, Jiefei ; Song, Yuping. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001019. Full description at Econpapers || Download paper |
| 2024 | Can inflation predict energy price volatility?. (2024). Batten, Jonathan ; Mo, DI ; Pourkhanali, Armin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006564. Full description at Econpapers || Download paper |
| 2024 | Star entrepreneurs on digital platforms: Heavy-tailed performance distributions and their generative mechanisms. (2024). Mueller, Brandon A ; Schwab, Andreas ; Gala, Kaushik. In: Journal of Business Venturing. RePEc:eee:jbvent:v:39:y:2024:i:1:s0883902623000617. Full description at Econpapers || Download paper |
| 2024 | The development of firm size distribution – Evidence from four Central European countries. (2024). Klietik, Toma ; Medzihorsk, Juraj ; Kritofik, Peter ; Musa, Hussam. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:98-110. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrencies against stock market risk: New insights into hedging effectiveness. (2024). Echaust, Krzysztof ; Just, Magorzata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s027553192300260x. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Mixtures of log-normal distributions in the mid-scale range of firm-size variables. (2024). Ishikawa, Atushi ; Fujimoto, Shouji ; Mizuno, Takayuki ; Ramos, Arturo ; Massing, Till. In: Evolutionary and Institutional Economics Review. RePEc:spr:eaiere:v:21:y:2024:i:2:d:10.1007_s40844-024-00283-1. Full description at Econpapers || Download paper |
| 2025 | Omnibus diagnostic procedures for vector multiplicative errors models. (2025). Ngatchou-Wandji, Joseph ; Meintanis, Simos G ; Hudecov, Rka. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-024-01653-y. Full description at Econpapers || Download paper |
Works by Marco Bee:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2002 | A Problem of Dimensionality in Normal Mixture Analysis In: Scandinavian Journal of Statistics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Approximate maximum likelihood estimation of the Bingham distribution In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2023 | Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2011 | Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 10 |
| 2009 | Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models..(2009) In: DISA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
| 2015 | Approximate maximum likelihood estimation of the autologistic model In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2013 | Approximate Maximum Likelihood Estimation of the Autologistic Model.(2013) In: DEM Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2017 | An extreme value analysis of the last century crises across industries in the U.S. economy In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 0 |
| 2016 | An extreme value analysis of the last century crises across industries in the U.S. economy.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | The size distribution of US cities: Not Pareto, even in the tail In: Economics Letters. [Full Text][Citation analysis] | article | 27 |
| 2016 | Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 20 |
| 2023 | Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
| 2011 | Adaptive Importance Sampling for simulating copula-based distributions In: Insurance: Mathematics and Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Where Gibrat meets Zipf: Scale and scope of French firms In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 24 |
| 2014 | Where Gibrat meets Zipf: Scale and Scope of French Firms.(2014) In: DEM Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2016 | La sopravvivenza immediata delle start-up italiane del settore manifatturiero sanitario: un?analisi multilevel In: RIVISTA DI ECONOMIA E STATISTICA DEL TERRITORIO. [Full Text][Citation analysis] | article | 0 |
| 2015 | Powerless : gains from trade when firm productivity is not Pareto distributed In: Documents de Travail de l'OFCE. [Full Text][Citation analysis] | paper | 17 |
| .() In: . [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | ||
| 2015 | Powerless : gains from trade when firm productivity is not Pareto distributed.(2015) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2018 | Powerless: gains from trade when firm productivity is not Pareto distributed.(2018) In: Review of World Economics (Weltwirtschaftliches Archiv). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | article | |
| 2022 | Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination? In: Risks. [Full Text][Citation analysis] | article | 3 |
| 2018 | Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review In: Risks. [Full Text][Citation analysis] | article | 3 |
| 2024 | Machine learning techniques for default prediction: an application to small Italian companies In: Risk Management. [Full Text][Citation analysis] | article | 1 |
| 2024 | On discriminating between lognormal and Pareto tail: an unsupervised mixture-based approach In: Advances in Data Analysis and Classification. [Full Text][Citation analysis] | article | 0 |
| 2021 | Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2022 | The truncated g-and-h distribution: estimation and application to loss modeling In: Computational Statistics. [Full Text][Citation analysis] | article | 0 |
| 2008 | A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data In: Letters in Spatial and Resource Sciences. [Full Text][Citation analysis] | article | 2 |
| 2008 | A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data.(2008) In: Department of Economics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2005 | Estimating rating transition probabilites with missing data In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 1 |
| 2018 | Likelihood-based risk estimation for variance-gamma models In: Statistical Methods & Applications. [Full Text][Citation analysis] | article | 2 |
| 2017 | Likelihood-based Risk Estimation for Variance-Gamma Models.(2017) In: DEM Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2004 | Modelling credit default swap spreads by means of normal mixtures and copulas In: Applied Mathematical Finance. [Full Text][Citation analysis] | article | 2 |
| 2018 | A characteristic function-based approach to approximate maximum likelihood estimation In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 1 |
| 2018 | Fitting spatial regressions to large datasets using unilateral approximations In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
| 2016 | US stock returns: are there seasons of excesses? In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2019 | Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2018 | Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach..(2018) In: DEM Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Estimating large losses in insurance analytics and operational risk using the g-and-h distribution In: Quantitative Finance. [Full Text][Citation analysis] | article | 3 |
| 2022 | Some analytical results on bivariate stable distributions with an application in operational risk In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 2013 | Testing Isotropy in Spatial Econometric Models In: Spatial Economic Analysis. [Full Text][Citation analysis] | article | 1 |
| 2002 | Firms� bankruptcy and turnover in a macroeconomy In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 13 |
| 2005 | On maximum likelihood estimation of operational loss distributions In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2007 | The asymptotic loss distribution in a fat-tailed factor model of portfolio credit risk In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | A framework for cut-off sampling in business survey design In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Spatial models for flood risk assessment In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Aggregation of regional economic time series with different spatial correlation structures In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Importance Sampling for Sums of Lognormal Distributions, with Applications to Operational Risk In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A note on maximum likelihood estimation of a Pareto mixture In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Dynamic 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. [Full Text][Citation analysis] | paper | 5 |
| 2011 | Pareto versus lognormal: a maximum entropy test In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2012 | A Trick of the (Pareto) Tail In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2012 | Statistical analysis of the Lognormal-Pareto distribution using Probability Weighted Moments and Maximum Likelihood In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Fitting Spatial Econometric Models through the Unilateral Approximation. In: DEM Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | An improved pairs trading strategy based on switching regime volatility In: DEM Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Approximate likelihood inference for the Bingham distribution In: DEM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | A Cross-Entropy approach to the estimation of Generalised Linear Multilevel Models In: DEM Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Estimating the wrapped stable distribution via indirect inference In: DEM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | An improved approach for estimating large losses in insurance analytics and operational risk using the g-and-h distribution In: DEM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | On discriminating between lognormal and Pareto tail: A mixture-based approach In: DEM Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Mixture models for VaR and stress testing. In: Alea Tech Reports. [Full Text][Citation analysis] | paper | 3 |
| 2008 | Un modello per lincorporazione del rischio specifico nel VaR. In: Alea Tech Reports. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market. In: Alea Tech Reports. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team