Marco Bee : Citation Profile


Are you Marco Bee?

Università degli Studi di Trento

7

H index

6

i10 index

168

Citations

RESEARCH PRODUCTION:

30

Articles

33

Papers

RESEARCH ACTIVITY:

   22 years (2002 - 2024). See details.
   Cites by year: 7
   Journals where Marco Bee has often published
   Relations with other researchers
   Recent citing documents: 17.    Total self citations: 18 (9.68 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pbe243
   Updated: 2024-07-05    RAS profile: 2023-12-06    
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Relations with other researchers


Works with:

Hambuckers, Julien (2)

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

Is cited by:

Ramos, Arturo (11)

Schiavo, Stefano (6)

Growiec, Jakub (6)

Pammolli, Fabio (5)

Fazio, Giorgio (4)

Parenti, Mathieu (4)

Riccaboni, Massimo (4)

Modica, Marco (4)

Montinari, Letizia (3)

Dewitte, Ruben (3)

Clements, Adam (3)

Cites to:

Riccaboni, Massimo (17)

Bollerslev, Tim (16)

Pammolli, Fabio (11)

Gabaix, Xavier (11)

Engle, Robert (10)

Shephard, Neil (7)

Tauchen, George (6)

Corsi, Fulvio (6)

mayer, thierry (6)

Head, Keith (6)

Thoenig, Mathias (6)

Main data


Where Marco Bee has published?


Journals with more than one article published# docs
Quantitative Finance4
Computational Statistics & Data Analysis4
Communications in Statistics - Theory and Methods2
Computational Statistics2
Statistical Methods & Applications2
Risks2

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 Management7
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 (2024 and 2023)


YearTitle of citing document
2024Immigration and the skill premium. (2024). Trionfetti, Federico ; Maggioni, Daniela ; lo Turco, Alessia. In: AMSE Working Papers. RePEc:aim:wpaimx:2414.

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2023Composite distributions in the social sciences: A comparative empirical study of firms sales distribution for France, Germany, Italy, Japan, South Korea, and Spain. (2023). Mizuno, Takayuki ; Fujimoto, Shouji ; Ishikawa, Atushi ; Massing, Till ; Ramos, Arturo. In: Papers. RePEc:arx:papers:2301.09438.

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2023A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy. (2023). Ferrari, Giorgio ; Basei, Matteo ; Ren'e Aid, . In: Papers. RePEc:arx:papers:2305.00541.

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2023The Distribution of Strike Size:Empirical Evidence from Europe and North America in the 19th and 20th Centuries. (2023). Ramos, Arturo ; Campolieti, Michele. In: Papers. RePEc:arx:papers:2308.10030.

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2024Targeted 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.

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2023The impacts of highways on firm size distribution: Evidence from China. (2023). Zhou, Jiangteng. In: Growth and Change. RePEc:bla:growch:v:54:y:2023:i:2:p:482-506.

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2023Nonparametric prediction for univariate spatial data: Methods and applications. (2023). Lovatto, Mariel ; Llop, Pamela ; Arancibia, Rodrigo Garcia. In: Papers in Regional Science. RePEc:bla:presci:v:102:y:2023:i:3:p:635-672.

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2024Can 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.

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2023Forecasting extreme financial risk: A score-driven approach. (2023). Herrera, Rodrigo ; Clements, Adam ; Fuentes, Fernanda. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:720-735.

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2023Community and aftershock: New venture founding in the wake of deadly natural disasters. (2023). Cordero, Arkangel M. In: Journal of Business Venturing. RePEc:eee:jbvent:v:38:y:2023:i:2:s0883902623000022.

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2024Star 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.

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2024The 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.

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2024Cryptocurrencies 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.

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2023.

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2023Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data. (2023). Tomanova, Petra ; Hol, Vladimir. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-021-10210-w.

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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
2023Unsupervised mixture estimation via approximate maximum likelihood based on the Cramér - von Mises distance 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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article9
2009Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models..(2009) In: DISA Working Papers.
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This paper has nother version. Agregated cites: 9
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 nother 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 nother version. Agregated cites: 0
paper
2013The size distribution of US cities: Not Pareto, even in the tail In: Economics Letters.
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article26
2016Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective In: Journal of Empirical Finance.
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article17
2023Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect In: International Review of Financial Analysis.
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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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article22
2014Where Gibrat meets Zipf: Scale and Scope of French Firms.(2014) In: DEM Discussion Papers.
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This paper has nother version. Agregated cites: 22
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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paper16
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 nother version. Agregated cites: 16
article
.() In: .
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This paper has nother version. Agregated cites: 16
paper
2015Powerless : gains from trade when firm productivity is not Pareto distributed.(2015) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 16
paper
2022Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination? In: Risks.
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article1
2018Estimating and Forecasting Conditional Risk Measures with Extreme Value Theory: A Review In: Risks.
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article3
2024Machine learning techniques for default prediction: an application to small Italian companies In: Risk Management.
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article0
2021Testing a parameter restriction on the boundary for the g-and-h distribution: a simulated approach In: Computational Statistics.
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article0
2022The truncated g-and-h distribution: estimation and application to loss modeling In: Computational Statistics.
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article0
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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article2
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 nother version. Agregated cites: 2
paper
2005Estimating rating transition probabilites with missing data In: Statistical Methods & Applications.
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article1
2018Likelihood-based risk estimation for variance-gamma models In: Statistical Methods & Applications.
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article2
2017Likelihood-based Risk Estimation for Variance-Gamma Models.(2017) In: DEM Working Papers.
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This paper has nother version. Agregated cites: 2
paper
2004Modelling credit default swap spreads by means of normal mixtures and copulas In: Applied Mathematical Finance.
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article2
2018A characteristic function-based approach to approximate maximum likelihood estimation In: Communications in Statistics - Theory and Methods.
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article1
2018Fitting spatial regressions to large datasets using unilateral approximations In: Communications in Statistics - Theory and Methods.
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article0
2016US stock returns: are there seasons of excesses? In: Quantitative Finance.
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article1
2019Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach In: Quantitative Finance.
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article0
2018Estimating Value-at-Risk for the g-and-h distribution: an indirect inference approach..(2018) In: DEM Working Papers.
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This paper has nother version. Agregated cites: 0
paper
2021Estimating large losses in insurance analytics and operational risk using the g-and-h distribution In: Quantitative Finance.
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article3
2022Some analytical results on bivariate stable distributions with an application in operational risk In: Quantitative Finance.
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article0
2013Testing Isotropy in Spatial Econometric Models In: Spatial Economic Analysis.
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article1
2002Firms� bankruptcy and turnover in a macroeconomy In: Department of Economics Working Papers.
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paper13
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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paper3
2007Spatial models for flood risk assessment In: Department of Economics Working Papers.
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paper1
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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paper0
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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paper14
2012A Trick of the (Pareto) Tail In: Department of Economics Working Papers.
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paper2
2012Statistical analysis of the Lognormal-Pareto distribution using Probability Weighted Moments and Maximum Likelihood In: Department of Economics Working Papers.
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paper2
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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paper2
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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paper1
2018Estimating the wrapped stable distribution via indirect inference In: DEM Working Papers.
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paper0
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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paper0
2020On discriminating between lognormal and Pareto tail: A mixture-based approach In: DEM Working Papers.
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paper0
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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paper1
2008Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market. In: Alea Tech Reports.
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paper0
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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article4

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