Access Statistics for Enzo Giacomini

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation 0 1 1 68 2 3 9 235
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 1 1 139 1 3 12 397
Statistics of Risk Aversion 1 2 4 103 1 5 23 502
Time Dependent Relative Risk Aversion 0 0 0 93 0 0 5 318
Value-at-Risk Calculations with Time Varying Copulae 0 1 2 223 1 2 10 630
Total Working Papers 1 5 8 626 5 13 59 2,082


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic semiparametric factor models in risk neutral density estimation 0 0 0 21 2 2 4 136
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 2 3 68 0 3 9 201
Total Journal Articles 0 2 3 89 2 5 13 337


Statistics updated 2017-06-02