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 2 2 4 66 4 7 24 187
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 2 136 2 3 18 349
Statistics of Risk Aversion 0 1 3 98 2 8 35 426
Time Dependent Relative Risk Aversion 0 0 2 93 0 3 12 284
Value-at-Risk Calculations with Time Varying Copulae 0 0 2 220 0 0 8 596
Total Working Papers 2 3 13 613 8 21 97 1,842


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 1 20 2 4 12 105
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 3 61 2 5 15 161
Total Journal Articles 0 0 4 81 4 9 27 266


Statistics updated 2015-04-05