FARNE', MATTEO
FARNE', MATTEO
DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"
Ricercatori a tempo determinato
A Bootstrap Method to Test Granger-Causality in the Frequency Domain
2022 Matteo Farnè; Angela Montanari
A bootstrap test to detect prominent Granger-causalities across frequencies
2018 Matteo Farnè; Angela Montanari
A large covariance matrix estimator under intermediate spikiness regimes
2018 Matteo Farnè; Angela Montanari
A large covariance matrix estimator under intermediate spikiness regimes
2020 Farné Matteo; Montanari A.
A Log-Det Heuristics for Covariance Matrix Estimation: The Analytic Setup
2022 Enrico Bernardi; Matteo Farne
A methodology for automatised outlier detection in high-dimensional datasets: an application to euro area banks’ supervisory data
2018 Matteo Farnè; Angelos Vouldis
An algebraic estimator for large spectral density matrices
2022 Barigozzi, Matteo; Farne, Matteo
AN ALGEBRAIC ESTIMATOR FOR LARGE SPECTRAL MATRICES
2018 Matteo Farnè;Matteo Barigozzi
An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number
2016 Farné, Matteo
Banks’ business models in the euro area: a cluster analysis in high dimensions
2021 Matteo Farnè.; Vouldis A.T.
Banks’ risk-taking within a banking union
2021 Matteo Farnè; Vouldis A.
Book of Abstracts of the Seventh International Workshop on Simulation, Rimini, p.135, Quaderni di Dipartimento. Serie Ricerche 2013, n. 3, ISSN 1973-9346
2013 Farnè, Matteo
Business models of the banks in the euro area
2017 Matteo Farnè; Angelos Vouldis
Challenges in Using High-Dimensional Clustering Methods to Identify Banks’ Business Models
2023 Farne, Matteo; Vouldis, Angelos
Come sfruttare gli Educational Data ? Un inquadramento di usi e metodologie di analisi
2022 Gioia Taraborrelli; Matteo Farne
Comparing How Python and R Estimate Granger-Causality in the Frequency Domain
2024 Matteo Farne; Meng Yang
Decision-making in young athletes: how do sports children adapt to a non-sports uncertain environment?
2022 Gabriele Russo, Alessia Tessari, GIovanni Ottoboni, Matteo Farne, Jacopo Zennaro, Andrea Ceciliani
Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator
2016 Matteo Farné; Angela Montanari
Discussion on "Large covariance estimation by thresholding principal orthogonal complements” by J. Fan, Y. Liao and M. Mincheva
2013 Matteo Farnè
Does a bank's business model affect its capital and profitability?
2020 Farné Matteo; Vouldis A.T.