1. A Cross-Entropy Approach to the Estimation of Generalized Linear Multilevel Models. Issue 3 (3rd July 2017) Authors: Bee, Marco; Espa, Giuseppe; Giuliani, Diego; Santi, Flavio Journal: Journal of computational and graphical statistics Issue: Volume 26:Issue 3(2017) Page Start: 695 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Estimating the wrapped stable distribution via indirect inference. Issue 11 (2nd November 2022) Authors: Bee, Marco Journal: Communications in statistics Issue: Volume 51:Issue 11(2022) Page Start: 6371 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Fitting spatial regressions to large datasets using unilateral approximations. Issue 1 (2nd January 2018) Authors: Arbia, Giuseppe; Bee, Marco; Espa, Giuseppe; Santi, Flavio Journal: Communications in statistics Issue: Volume 47:Issue 1(2018) Page Start: 222 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements. (11th January 2018) Authors: Bee, Marco; Dupuis, Debbie J.; Trapin, Luca Journal: Journal of applied econometrics Issue: Volume 33:Number 3(2018) Page Start: 398 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures. (5th March 2019) Authors: Bee, Marco; Dupuis, Debbie J; Trapin, Luca Journal: Journal of financial econometrics Issue: Volume 17:Number 2(2019:Spring) Page Start: 254 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. US stock returns: are there seasons of excesses?. Issue 9 (1st September 2016) Authors: Bee, Marco; Dupuis, Debbie J.; Trapin, Luca Journal: Quantitative finance Issue: Volume 16:Issue 9(2016) Page Start: 1453 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗