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 2 3 28 228
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 1 138 2 2 28 387
Statistics of Risk Aversion 0 1 1 100 1 3 42 482
Time Dependent Relative Risk Aversion 0 0 0 93 0 1 23 313
Value-at-Risk Calculations with Time Varying Copulae 0 0 1 221 2 2 20 622
Total Working Papers 0 1 3 619 7 11 141 2,032


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 4 21 134
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 1 65 2 5 26 195
Total Journal Articles 0 0 1 86 3 9 47 329


Statistics updated 2016-08-02