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 3 67 2 6 33 214
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 2 138 0 2 22 368
Statistics of Risk Aversion 0 0 1 99 0 3 35 457
Time Dependent Relative Risk Aversion 0 0 0 93 2 3 14 297
Value-at-Risk Calculations with Time Varying Copulae 0 0 0 220 0 1 10 606
Total Working Papers 0 0 6 617 4 15 114 1,942


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 21 1 3 18 120
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 4 65 0 0 20 177
Total Journal Articles 0 0 5 86 1 3 38 297


Statistics updated 2016-02-03