Information about:
Marco Bee

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

• Dipartimento di Economia (Department of Economics)
  Facoltà di Economia (Faculty of Economics)
  Università degli Studi di Trento

  Location: Trento, Italy
  Homepage: http://www-econo.economia.unitn.it/
  Email:
  Phone: +39-461-882201
  Fax: +39-461-882222
  Postal: Via Inama 5, 38100 Trento
  Handle: RePEc:edi:detreit (registered authors at this institution)

Working papers

1. Marco Bee & Roberto Benedetti & Giuseppe Espa, 2009. "A note on maximum likelihood estimation of a Pareto mixture," Department of Economics Working Papers 0903, Department of Economics, University of Trento, Italia. [Downloadable!]

2. Emanuele Taufer & Nikolai Leonenko & Marco Bee, 2009. "Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models," DISA Working Papers 0907, Department of Computer and Management Sciences, University of Trento, Italy, revised 02 Dec 2009. [Downloadable!]

3. Marco Bee & Giuseppe Espa, 2008. "A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data," Department of Economics Working Papers 0801, Department of Economics, University of Trento, Italia. [Downloadable!]
   Published as:
   • Marco Bee & Giuseppe Espa, 2008. "A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer, vol. 1(1), pages 45-54, April. [Downloadable!] (restricted)
   • Marco Bee & Giuseppe Espa, 2008. "A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data," Letters in Spatial and Resource Sciences, Springer, vol. 1(1), pages 45-54, July. [Downloadable!] (restricted)

4. Marco Bee & Roberto Benedetti & Giuseppe Espa, 2007. "A framework for cut-off sampling in business survey design," Department of Economics Working Papers 0709, Department of Economics, University of Trento, Italia. [Downloadable!]

5. Giuseppe Arbia & Marco Bee & Giuseppe Espa, 2007. "Aggregation of regional economic time series with different spatial correlation structures," Department of Economics Working Papers 0720, Department of Economics, University of Trento, Italia. [Downloadable!]

6. Marco Bee, 2007. "The asymptotic loss distribution in a fat-tailed factor model of portfolio credit risk," Department of Economics Working Papers 0701, Department of Economics, University of Trento, Italia. [Downloadable!]

7. Marco Bee, 2007. "Importance Sampling for Sums of Lognormal Distributions, with Applications to Operational Risk," Department of Economics Working Papers 0728, Department of Economics, University of Trento, Italia. [Downloadable!]

8. Marco Bee & Roberto Benedetti & Giuseppe Espa, 2007. "Spatial models for flood risk assessment," Department of Economics Working Papers 0710, Department of Economics, University of Trento, Italia. [Downloadable!]

9. Marco Bee, 2005. "On maximum likelihood estimation of operational loss distributions," Department of Economics Working Papers 0503, Department of Economics, University of Trento, Italia. [Downloadable!]

10. Marco Bee & Amedeo Gazzini, 2004. "Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market," Alea Tech Reports 018, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008. [Downloadable!]

11. Giuseppe Espa & Marco Bee, 2002. "Misture normali e valore a rischio," Quaderni DISA 068, Department of Computer and Management Sciences, University of Trento, Italy.

12. Marco Bee & Giuseppe Espa & Roberto Tamborini, 2002. "Firms’ bankruptcy and turnover in a macroeconomy," Department of Economics Working Papers 0203, Department of Economics, University of Trento, Italia. [Downloadable!]

13. Marco Bee, 2002. "Un modello per l'incorporazione del rischio specifico nel VaR," Alea Tech Reports 013, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008. [Downloadable!]

14. Marco Bee, 2001. "Mixture models for VaR and stress testing," Alea Tech Reports 012, Department of Computer and Management Sciences, University of Trento, Italy, revised 14 Jun 2008. [Downloadable!]

15. Yuriy M. Kaniovskyi, 1999. "Diffusion approximations in birth and death processes and "musical chairs"," Quaderni DISA 018, Department of Computer and Management Sciences, University of Trento, Italy.

16. Alice Zoppè & Bernard Flury, 1998. "Parameter estimation and Hypotesis testing for multivariate distributions with complete data," Quaderni DISA 013, Department of Computer and Management Sciences, University of Trento, Italy.

17. Marco Bee & Giuseppe Espa, 1998. "Metodi statistici per l'interpolazione areale: l'algoritmo EM per dati continui," Quaderni DISA 006, Department of Computer and Management Sciences, University of Trento, Italy.

18. V. Brichetti & Mariangela Franch & Luisa Mich, 1998. "Progetto Disaweb: analisi delle esigenze informative su DISA," Quaderni DISA 012, Department of Computer and Management Sciences, University of Trento, Italy.

1. Marco Bee & Giuseppe Espa, 2008. "A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer, vol. 1(1), pages 45-54, April. [Downloadable!] (restricted)
   Other versions:
   • Marco Bee & Giuseppe Espa, 2008. "A Monte Carlo EM Algorithm for the Estimation of a Logistic Auto-logistic Model with Missing Data," Department of Economics Working Papers 0801, Department of Economics, University of Trento, Italia. [Downloadable!]
   
   Published as:
   • Marco Bee & Giuseppe Espa, 2008. "A Monte Carlo EM algorithm for the estimation of a logistic auto-logistic model with missing data," Letters in Spatial and Resource Sciences, Springer, vol. 1(1), pages 45-54, July. [Downloadable!] (restricted)

2. Marco Bee, 2004. "Modelling credit default swap spreads by means of normal mixtures and copulas," Applied Mathematical Finance, Taylor and Francis Journals, vol. 11(2), pages 125-146, June. [Downloadable!] (restricted)

3. Marco Bee, 2002. "A Problem of Dimensionality in Normal Mixture Analysis," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association and Swedish Statistical Association, vol. 29(3), pages 485-500. [Downloadable!] (restricted)

1. NEP-AGR: Agricultural Economics (1) 2007-01-14
2. NEP-CMP: Computational Economics (1) 2007-05-12
3. NEP-ECM: Econometrics (6) 2007-05-12 2007-05-19 2007-09-24 2007-12-15 2008-03-08 2009-05-16 Author is listed
4. NEP-ETS: Econometric Time Series (1) 2007-09-24
5. NEP-FOR: Forecasting (1) 2007-09-24
6. NEP-GEO: Economic Geography (2) 2007-05-19 2007-09-24 Author is listed
7. NEP-MKT: Marketing (1) 2007-01-14
8. NEP-ORE: Operations Research (1) 2008-03-08
9. NEP-URE: Urban & Real Estate Economics (1) 2007-09-24

This page was last updated on 2009-12-3.