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 1 68 0 2 7 235
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 1 139 0 2 11 398
Statistics of Risk Aversion 1 2 4 104 1 2 21 503
Time Dependent Relative Risk Aversion 1 1 1 94 1 1 6 319
Value-at-Risk Calculations with Time Varying Copulae 0 0 2 223 1 2 9 631
Total Working Papers 2 3 9 628 3 9 54 2,086


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 1 3 3 137
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 1 4 69 0 1 7 202
Total Journal Articles 0 1 4 90 1 4 10 339


Statistics updated 2017-08-03