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 2 58 0 3 11 144
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 3 134 0 4 22 315
Statistics of Risk Aversion 0 2 5 95 2 14 50 359
Time Dependent Relative Risk Aversion 1 1 2 88 2 5 18 262
Value-at-Risk Calculations with Time Varying Copulae 0 2 7 215 0 2 13 576
Total Working Papers 1 5 19 590 4 28 114 1,656


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 3 19 0 2 12 79
Inhomogeneous Dependence Modeling with Time-Varying Copulae 1 3 6 52 3 9 21 121
Total Journal Articles 1 3 9 71 3 11 33 200


Statistics updated 2013-06-03