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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
[This author has chosen not to make the email address public]
Trento, Italy
http://www.unitn.it/economia

: +39-461-882201
+39-461-882222
Via Inama 5, 38100 Trento
RePEc:edi:detreit (more details at EDIRC)
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  1. Marco Bee & Massimo Riccaboni & Luca Trapin, 2016. "An extreme value analysis of the last century crises across industries in the U.S. economy," Working Papers 02/2016, IMT Institute for Advanced Studies Lucca, revised Feb 2016.
  2. Marco Bee & Stefano Schiavo, 2015. "Powerless : gains from trade when firm productivity is not Pareto distributed," Documents de Travail de l'OFCE 2015-19, Observatoire Francais des Conjonctures Economiques (OFCE).
  3. Marco Bee & Roberto Benedetti & Giuseppe Espa, 2015. "Approximate likelihood inference for the Bingham distribution," DEM Working Papers 2015/02, Department of Economics and Management.
  4. Marco Bee & Giuseppe Espa & Diego Giuliani & Flavio Santi, 2015. "A Cross-Entropy approach to the estimation of Generalised Linear Multilevel Models," DEM Working Papers 2015/04, Department of Economics and Management.
  5. Marco Bee & Giulio Gatti, 2015. "An improved pairs trading strategy based on switching regime volatility," DEM Discussion Papers 2015/13, Department of Economics and Management.
  6. 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.
  7. Giuseppe Arbia & Marco Bee & Giuseppe Espa & Flavio Santi, 2014. "Fitting Spatial Econometric Models through the Unilateral Approximation," DEM Discussion Papers 2014/08, Department of Economics and Management.
  8. 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.
  9. 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.
  10. 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.
  11. 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.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. 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.
  22. Marco Bee, 2005. "On maximum likelihood estimation of operational loss distributions," Department of Economics Working Papers 0503, Department of Economics, University of Trento, Italia.
  23. 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.
  24. 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.
  25. 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.
  26. 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.
  1. Bee, Marco & Dupuis, Debbie J. & Trapin, Luca, 2016. "Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective," Journal of Empirical Finance, Elsevier, vol. 36(C), pages 86-99.
  2. Bee, Marco & Espa, Giuseppe & Giuliani, Diego, 2015. "Approximate maximum likelihood estimation of the autologistic model," Computational Statistics & Data Analysis, Elsevier, vol. 84(C), pages 14-26.
  3. 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.
  4. 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.
  5. 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.
  6. Bee, Marco, 2011. "Adaptive Importance Sampling for simulating copula-based distributions," Insurance: Mathematics and Economics, Elsevier, vol. 48(2), pages 237-245, March.
  7. 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.
  8. 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.
  9. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 20 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (14) 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 2015-01-09 2016-01-03 2016-01-03. Author is listed
  2. NEP-RMG: Risk Management (3) 2010-05-15 2010-09-11 2012-09-09
  3. NEP-CMP: Computational Economics (2) 2007-05-12 2016-01-03
  4. NEP-ETS: Econometric Time Series (2) 2007-09-24 2009-12-19
  5. NEP-GEO: Economic Geography (2) 2007-05-19 2007-09-24
  6. NEP-URE: Urban & Real Estate Economics (2) 2007-09-24 2015-01-09
  7. NEP-AGR: Agricultural Economics (1) 2007-01-14
  8. NEP-BEC: Business Economics (1) 2014-05-24
  9. NEP-COM: Industrial Competition (1) 2014-05-24
  10. NEP-EUR: Microeconomic European Issues (1) 2014-05-24
  11. NEP-FOR: Forecasting (1) 2007-09-24
  12. NEP-HME: Heterodox Microeconomics (1) 2014-05-24
  13. NEP-MKT: Marketing (1) 2007-01-14
  14. NEP-ORE: Operations Research (1) 2008-03-08
  15. NEP-SBM: Small Business Management (1) 2014-05-24

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