Matteo Farnè

Orcid: 0000-0002-2403-6599

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According to our database¹, Matteo Farnè authored at least 4 papers between 2016 and 2024.

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2024

Large factor model estimation by nuclear norm plus ℓ1 norm penalization.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2024

2021

Banks' business models in the euro area: a cluster analysis in high dimensions.

[BibT_eX]

[DOI]

Ann. Oper. Res., 2021

2020

A large covariance matrix estimator under intermediate spikiness regimes.

[BibT_eX]

[DOI]

J. Multivar. Anal., 2020

2016

An Algorithm to Simulate VMA Processes Having a Spectrum with Fixed Condition Number.

[BibT_eX]

[DOI]

Commun. Stat. Simul. Comput., 2016