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 0 67 1 2 13 232
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 0 138 2 5 20 394
Statistics of Risk Aversion 0 0 2 101 2 7 31 497
Time Dependent Relative Risk Aversion 0 0 0 93 1 2 14 318
Value-at-Risk Calculations with Time Varying Copulae 0 0 2 222 1 3 17 628
Total Working Papers 0 0 4 621 7 19 95 2,069


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 0 21 0 0 10 134
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 1 66 1 1 13 198
Total Journal Articles 0 0 1 87 1 1 23 332


Statistics updated 2017-03-07