Taufer, Emanuele and Leonenko, Nikolai and Bee, Marco (2009) Characteristic function estimation of Ornstein-Uhlenbeck-based stochastic volatility models. UNSPECIFIED.

Bee, Marco (2007) The asymptotic loss distribution in a fat-tailed factor model of portfolio credit risk. UNSPECIFIED.

Arbia, Giuseppe and Bee, Marco and Espa, Giuseppe (2007) Aggregation of regional economic time series with different spatial correlation structures. UNSPECIFIED.

Bee, Marco and Benedetti, Roberto and Espa, Giuseppe (2007) Spatial models for flood risk assessment. UNSPECIFIED.

Bee, Marco and Benedetti, Roberto and Espa, Giuseppe (2007) A framework for cut-off sampling in business survey design. UNSPECIFIED.

Bee, Marco (2005) On maximum likelihood estimation of operational loss distributions. UNSPECIFIED. (Unpublished)

Bee, Marco and Gazzini, Amedeo (2004) Testing the Profitability of Simple Technical Trading Rules: A Bootstrap Analysis of the Italian Stock Market. UNSPECIFIED. (Unpublished)

Bee, Marco (2002) Un modello per l'incorporazione del rischio specifico nel VaR. UNSPECIFIED. (Unpublished)

Bee, Marco and Espa, Giuseppe and Tamborini, Roberto (2002) Firm's bankruptcy and turnover in a macroeconomy. UNSPECIFIED. (Unpublished)

Bee, Marco (2001) Mixture models for VaR and stress testing. UNSPECIFIED. (Unpublished)