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 1 1 4 63 1 5 22 170
Inhomogeneous Dependency Modelling with Time Varying Copulae 1 2 2 136 3 10 28 343
Statistics of Risk Aversion 1 1 1 96 4 12 42 408
Time Dependent Relative Risk Aversion 1 1 3 92 1 3 10 276
Value-at-Risk Calculations with Time Varying Copulae 0 1 3 219 1 5 17 594
Total Working Papers 4 6 13 606 10 35 119 1,791


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 1 1 1 20 4 5 15 99
Inhomogeneous Dependence Modeling with Time-Varying Copulae 1 3 8 61 1 5 29 153
Total Journal Articles 2 4 9 81 5 10 44 252


Statistics updated 2014-08-03