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Testing isotropy in spatial econometric models
Arbia, Giuseppe; Bee, Marco; Espa, Giuseppe - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 228-240
Persistent link: https://www.econbiz.de/10010202745
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Estimating Value-at-Risk for the g-and-h distribution : an indirect inference approach
Bee, Marco; Hambuckers, Julien; Trapin, Luca - In: Quantitative finance 19 (2019) 8, pp. 1255-1266
Persistent link: https://www.econbiz.de/10012194764
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Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect
Pourkhanali, Armin; Tafakori, Laleh; Bee, Marco - In: International review of financial analysis 89 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014467094