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 0 2 64 2 6 23 183
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 2 136 1 2 19 347
Statistics of Risk Aversion 0 1 3 98 2 7 35 424
Time Dependent Relative Risk Aversion 0 0 2 93 1 4 13 284
Value-at-Risk Calculations with Time Varying Copulae 0 0 2 220 0 0 10 596
Total Working Papers 0 1 11 611 6 19 100 1,834


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 1 20 1 3 11 103
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 4 61 2 4 17 159
Total Journal Articles 0 0 5 81 3 7 28 262


Statistics updated 2015-03-02