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 0 2 21 230
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 0 138 1 1 22 390
Statistics of Risk Aversion 0 1 2 101 2 7 34 490
Time Dependent Relative Risk Aversion 0 0 0 93 0 2 21 316
Value-at-Risk Calculations with Time Varying Copulae 1 1 2 222 1 3 20 625
Total Working Papers 1 2 4 621 4 15 118 2,051


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 1 17 135
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 1 1 66 0 1 20 197
Total Journal Articles 0 1 1 87 1 2 37 332


Statistics updated 2016-12-03