| Business models of the banks in the euro area M Farnè, A Vouldis ECB Working Paper, 2017 | 90 | 2017 |
| Banks’ business models in the euro area: a cluster analysis in high dimensions M Farnè, AT Vouldis Annals of Operations Research 305 (1), 23-57, 2021 | 21 | 2021 |
| A bootstrap method to test Granger-causality in the frequency domain M Farnè, A Montanari Computational Economics 59 (3), 935-966, 2022 | 13 | 2022 |
| A methodology for automatised outlier detection in high-dimensional datasets: an application to euro area banks’ supervisory data M Farnè, AT Vouldis ECB Working Paper, 2018 | 12 | 2018 |
| A large covariance matrix estimator under intermediate spikiness regimes M Farnè, A Montanari Journal of multivariate analysis 176, 104577, 2020 | 8 | 2020 |
| Banks’ risk-taking within a banking union M Farnè, A Vouldis Economics Letters 204, 109909, 2021 | 6 | 2021 |
| Does a bank's business model affect its capital and profitability? M Farnè, AT Vouldis Economic Notes 49 (2), e12161, 2020 | 6 | 2020 |
| A bootstrap test to detect prominent Granger-causalities across frequencies M Farné, A Montanari arXiv preprint arXiv:1803.00374, 2018 | 6 | 2018 |
| An algebraic estimator for large spectral density matrices M Barigozzi, M Farnè Journal of the American Statistical Association 119 (545), 498-510, 2024 | 5 | 2024 |
| Large Covariance Matrix Estimation by Composite Minimization M Farne alma, 2016 | 3 | 2016 |
| Populism and Policy Issues: Examining Political Communication on Twitter in Italy 2018-2019 CR Combei, M Farnè, L Pinto, D Giannetti Italian Political Science 15 (2), 223–241-223–241, 2020 | 2 | 2020 |
| European banks' business models and their credit risk: A cluster analysis in a high-dimensional context M Farnè, AT Vouldis arXiv preprint arXiv:1912.05025, 2019 | 2 | 2019 |
| An algorithm to simulate VMA processes having a spectrum with fixed condition number M Farné Communications in Statistics-Simulation and Computation 45 (5), 1664-1675, 2016 | 2 | 2016 |
| Different estimators of the spectral matrix: an empirical comparison testing a new shrinkage estimator M Farné, A Montanari Communications in Statistics-Theory and Methods 45 (2), 354-364, 2016 | 2 | 2016 |
| TeleNEwCARe: An Italian case-control telegenetics study in patients with Hereditary NEuromuscular and CARdiac diseases M Farnè, F Fortunato, M Neri, M Farnè, C Balla, E Albamonte, A Barp, ... European Journal of Medical Genetics 66 (6), 104749, 2023 | 1 | 2023 |
| A Log-Det Heuristics for Covariance Matrix Estimation: The Analytic Setup E Bernardi, M Farnè Stats 5 (3), 606-616, 2022 | 1 | 2022 |
| Sparse linear regression via random projections ensembles L Anderlucci, M Farne, G Galimberti, A Montanari CLADAG 2019-Book of short papers, 34-37, 2019 | 1 | 2019 |
| Large factor model estimation by nuclear norm plus ℓ1 norm penalization M Farnè, A Montanari Journal of Multivariate Analysis 199, 105244, 2024 | | 2024 |
| ROBOUT: a conditional outlier detection methodology for high-dimensional data M Farnè, A Vouldis Statistical Papers, 1-37, 2023 | | 2023 |
| Comparing How Python and R Estimate Granger-Causality in the Frequency Domain M Farnè, M Yang International Conference on Computing, Intelligence and Data Analytics, 213-222, 2023 | | 2023 |
