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 0 67 2 3 19 233
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 0 138 2 5 26 394
Statistics of Risk Aversion 0 0 2 101 1 7 38 495
Time Dependent Relative Risk Aversion 0 0 0 93 1 1 20 317
Value-at-Risk Calculations with Time Varying Copulae 0 1 2 222 1 3 21 627
Total Working Papers 0 1 4 621 7 19 124 2,066


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 0 1 15 135
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 1 66 0 1 21 198
Total Journal Articles 0 0 1 87 0 2 36 333


Statistics updated 2017-02-02