FARNE', MATTEO

FARNE', MATTEO  

DIPARTIMENTO DI SCIENZE STATISTICHE "PAOLO FORTUNATI"  

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Titolo Autore(i) Anno Periodico Editore Tipo File
A Bootstrap Method to Test Granger-Causality in the Frequency Domain Matteo Farnè; Angela Montanari 2022-01-01 COMPUTATIONAL ECONOMICS - 1.01 Articolo in rivista s10614-021-10112-x.pdf
A bootstrap test to detect prominent Granger-causalities across frequencies Matteo Farnè; Angela Montanari 2018-01-01 - - 7.13 Rapporto tecnico -
A large covariance matrix estimator under intermediate spikiness regimes Matteo Farnè; Angela Montanari 2018-01-01 - - 7.13 Rapporto tecnico -
A large covariance matrix estimator under intermediate spikiness regimes Farné Matteo; Montanari A. 2020-01-01 JOURNAL OF MULTIVARIATE ANALYSIS - 1.01 Articolo in rivista FarneM-MontanariA_JMVA_2019_postprint.pdf
A Log-Det Heuristics for Covariance Matrix Estimation: The Analytic Setup Enrico Bernardi; Matteo Farne 2022-01-01 STATS - 1.01 Articolo in rivista -
A methodology for automatised outlier detection in high-dimensional datasets: an application to euro area banks’ supervisory data Matteo Farnè; Angelos Vouldis 2018-01-01 - - 7.13 Rapporto tecnico -
An algebraic estimator for large spectral density matrices Barigozzi, Matteo; Farne, Matteo 2022-01-01 JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION - 1.01 Articolo in rivista An_algebraic_estimator_for_large_spectral_density_.pdf
AN ALGEBRAIC ESTIMATOR FOR LARGE SPECTRAL MATRICES Matteo Farnè;Matteo Barigozzi 2018-01-01 - - 4.02 Riassunto (Abstract) -
An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number Farné, Matteo 2016-01-01 COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION - 1.01 Articolo in rivista -
Banks’ business models in the euro area: a cluster analysis in high dimensions Matteo Farnè.; Vouldis A.T. 2021-01-01 ANNALS OF OPERATIONS RESEARCH - 1.01 Articolo in rivista -
Banks’ risk-taking within a banking union Matteo Farnè; Vouldis A. 2021-01-01 ECONOMICS LETTERS - 1.01 Articolo in rivista -
Book of Abstracts of the Seventh International Workshop on Simulation, Rimini, p.135, Quaderni di Dipartimento. Serie Ricerche 2013, n. 3, ISSN 1973-9346 Farnè, Matteo 2013-01-01 - - 4.02 Riassunto (Abstract) -
Business models of the banks in the euro area Matteo Farnè; Angelos Vouldis 2017-01-01 - - 7.13 Rapporto tecnico -
Challenges in Using High-Dimensional Clustering Methods to Identify Banks’ Business Models Farne, Matteo; Vouldis, Angelos 2023-01-01 - SAGE Publications, Ltd. 2.01 Capitolo / saggio in libro -
Come sfruttare gli Educational Data ? Un inquadramento di usi e metodologie di analisi Gioia Taraborrelli; Matteo Farne 2022-01-01 INDUZIONI - 1.01 Articolo in rivista -
Comparing How Python and R Estimate Granger-Causality in the Frequency Domain Matteo Farne; Meng Yang 2024-01-01 - Springer 2.01 Capitolo / saggio in libro -
Decision-making in young athletes: how do sports children adapt to a non-sports uncertain environment? Gabriele Russo, Alessia Tessari, GIovanni Ottoboni, Matteo Farne, Jacopo Zennaro, Andrea Ceciliani 2022-01-01 SPORT SCIENCES FOR HEALTH (ONLINE) - 4.03 Poster -
Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator Matteo Farné; Angela Montanari 2016-01-01 COMMUNICATIONS IN STATISTICS, THEORY AND METHODS - 1.01 Articolo in rivista -
Discussion on "Large covariance estimation by thresholding principal orthogonal complements” by J. Fan, Y. Liao and M. Mincheva Matteo Farnè 2013-01-01 JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B STATISTICAL METHODOLOGY - 1.04 Replica / breve intervento (e simili) -
Does a bank's business model affect its capital and profitability? Farné Matteo; Vouldis A.T. 2020-01-01 ECONOMIC NOTES - 1.01 Articolo in rivista -