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 63 2 6 23 172
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 1 2 136 0 4 25 343
Statistics of Risk Aversion 1 2 2 97 5 12 44 413
Time Dependent Relative Risk Aversion 1 2 3 93 2 4 11 278
Value-at-Risk Calculations with Time Varying Copulae 1 1 4 220 1 3 16 595
Total Working Papers 3 7 15 609 10 29 119 1,801


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 1 1 20 0 4 13 99
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 1 8 61 1 3 28 154
Total Journal Articles 0 2 9 81 1 7 41 253


Statistics updated 2014-09-03