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 1 1 19 231
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 0 138 2 3 24 392
Statistics of Risk Aversion 0 1 2 101 4 11 37 494
Time Dependent Relative Risk Aversion 0 0 0 93 0 2 21 316
Value-at-Risk Calculations with Time Varying Copulae 0 1 2 222 1 4 20 626
Total Working Papers 0 2 4 621 8 21 121 2,059


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 16 135
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 1 66 1 1 21 198
Total Journal Articles 0 0 1 87 1 2 37 333


Statistics updated 2017-01-03