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Marco Bee

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Personal Details

First Name: Marco
Middle Name:
Last Name: Bee
Suffix:

RePEc Short-ID: pbe243

Email: [This author has chosen not to make the email address public]
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Affiliation

Dipartimento di Economia e Management
Università degli Studi di Trento
Location: Trento, Italy
Homepage: http://www.unitn.it/economia
Email:
Phone: +39-461-882201
Fax: +39-461-882222
Postal: Via Inama 5, 38100 Trento
Handle: RePEc:edi:detreit (more details at EDIRC)

Works

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Working papers

  1. MArco Bee & Massimo Riccaboni & Stefano Schiavo, 2014. "Where Gibrat meets Zipf: Scale and Scope of French Firms," DEM Discussion Papers 2014/03, Department of Economics and Management.
  2. Marco Bee & Diego GIuliani & Giuseppe Espa, 2013. "Approximate Maximum Likelihood Estimation of the Autologistic Model," DEM Discussion Papers 2013/12, Department of Economics and Management.
  3. Marco Bee, 2012. "Statistical analysis of the Lognormal-Pareto distribution using Probability Weighted Moments and Maximum Likelihood," Department of Economics Working Papers 1208, Department of Economics, University of Trento, Italia.
  4. Marco Bee & Massimo Riccaboni & Stefano Schiavo, 2012. "A Trick of the (Pareto) Tail," Department of Economics Working Papers 1206, Department of Economics, University of Trento, Italia.
  5. Marco Bee & Massimo Riccaboni & Stefano Schiavo, 2011. "Pareto versus lognormal: a maximum entropy test," Department of Economics Working Papers 1102, Department of Economics, University of Trento, Italia.
  6. Marco Bee, 2010. "Simulating copula-based distributions and estimating tail probabilities by means of Adaptive Importance Sampling," Department of Economics Working Papers 1003, Department of Economics, University of Trento, Italia.
  7. Marco Bee & Fabrizio Miorelli, 2010. "Dynamic VaR models and the Peaks over Threshold method for market risk measurement: an empirical investigation during a financial crisis," Department of Economics Working Papers 1009, Department of Economics, University of Trento, Italia.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Marco Bee, 2005. "On maximum likelihood estimation of operational loss distributions," Department of Economics Working Papers 0503, Department of Economics, University of Trento, Italia.
  17. 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.
  18. 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.
  19. 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.
  20. 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.

Articles

  1. Bee, Marco & Riccaboni, Massimo & Schiavo, Stefano, 2013. "The size distribution of US cities: Not Pareto, even in the tail," Economics Letters, Elsevier, vol. 120(2), pages 232-237.
  2. Giuseppe Arbia & Marco Bee & Giuseppe Espa, 2013. "Testing Isotropy in Spatial Econometric Models," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(3), pages 228-240, September.
  3. Bee, Marco, 2011. "Adaptive Importance Sampling for simulating copula-based distributions," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 237-245, March.
  4. Taufer, Emanuele & Leonenko, Nikolai & Bee, Marco, 2011. "Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models," Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2525-2539, August.
  5. 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.
  6. Marco Bee, 2004. "Modelling credit default swap spreads by means of normal mixtures and copulas," Applied Mathematical Finance, Taylor & Francis Journals, vol. 11(2), pages 125-146.
  7. 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 & Swedish Statistical Association, vol. 29(3), pages 485-500.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2007-01-14
  2. NEP-BEC: Business Economics (1) 2014-05-24
  3. NEP-CMP: Computational Economics (1) 2007-05-12
  4. NEP-COM: Industrial Competition (1) 2014-05-24
  5. NEP-ECM: Econometrics (11) 2007-05-12 2007-05-19 2007-09-24 2007-12-15 2008-03-08 2009-05-16 2009-12-19 2010-05-15 2011-04-16 2012-09-09 2014-01-17. Author is listed
  6. NEP-ETS: Econometric Time Series (2) 2007-09-24 2009-12-19
  7. NEP-EUR: Microeconomic European Issues (1) 2014-05-24
  8. NEP-FOR: Forecasting (1) 2007-09-24
  9. NEP-GEO: Economic Geography (2) 2007-05-19 2007-09-24
  10. NEP-HME: Heterodox Microeconomics (1) 2014-05-24
  11. NEP-MKT: Marketing (1) 2007-01-14
  12. NEP-ORE: Operations Research (1) 2008-03-08
  13. NEP-RMG: Risk Management (3) 2010-05-15 2010-09-11 2012-09-09
  14. NEP-SBM: Small Business Management (1) 2014-05-24
  15. NEP-URE: Urban & Real Estate Economics (1) 2007-09-24

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