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 64 0 4 23 174
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 2 136 0 2 22 345
Statistics of Risk Aversion 0 1 2 97 1 8 40 416
Time Dependent Relative Risk Aversion 0 1 3 93 1 4 13 280
Value-at-Risk Calculations with Time Varying Copulae 0 1 3 220 0 2 16 596
Total Working Papers 0 4 14 610 2 20 114 1,811


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 0 1 12 100
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 6 61 0 2 23 155
Total Journal Articles 0 0 7 81 0 3 35 255


Statistics updated 2014-11-03