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 5 67 5 10 28 197
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 1 2 137 1 5 14 354
Statistics of Risk Aversion 0 0 3 98 2 6 28 432
Time Dependent Relative Risk Aversion 0 0 2 93 0 3 12 287
Value-at-Risk Calculations with Time Varying Copulae 0 0 1 220 2 4 7 600
Total Working Papers 1 2 13 615 10 28 89 1,870


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 5 15 110
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 2 3 63 2 6 15 167
Total Journal Articles 0 2 4 83 4 11 30 277


Statistics updated 2015-07-02