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 4 67 2 10 30 202
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 1 137 1 7 17 360
Statistics of Risk Aversion 0 1 2 99 1 11 28 441
Time Dependent Relative Risk Aversion 0 0 0 93 1 4 13 291
Value-at-Risk Calculations with Time Varying Copulae 0 0 0 220 1 5 8 603
Total Working Papers 0 2 7 616 6 37 96 1,897


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 1 1 21 0 5 14 113
Inhomogeneous Dependence Modeling with Time-Varying Copulae 1 2 4 65 2 6 17 171
Total Journal Articles 1 3 5 86 2 11 31 284


Statistics updated 2015-09-02