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 67 1 7 34 226
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 1 138 0 11 32 385
Statistics of Risk Aversion 0 0 1 99 0 13 49 479
Time Dependent Relative Risk Aversion 0 0 0 93 1 9 26 313
Value-at-Risk Calculations with Time Varying Copulae 0 1 1 221 0 9 22 620
Total Working Papers 0 1 4 618 2 49 163 2,023


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 2 8 24 132
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 2 65 2 7 27 192
Total Journal Articles 0 0 3 86 4 15 51 324


Statistics updated 2016-06-03