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 62 3 7 20 163
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 0 134 3 4 19 331
Statistics of Risk Aversion 0 0 2 95 2 10 42 391
Time Dependent Relative Risk Aversion 0 1 4 91 1 4 13 272
Value-at-Risk Calculations with Time Varying Copulae 0 1 4 218 2 5 13 588
Total Working Papers 0 3 14 600 11 30 107 1,745


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 19 1 5 14 93
Inhomogeneous Dependence Modeling with Time-Varying Copulae 1 2 8 58 4 10 31 146
Total Journal Articles 1 2 8 77 5 15 45 239


Statistics updated 2014-04-04