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 3 29 226
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 1 138 0 5 31 385
Statistics of Risk Aversion 1 1 2 100 2 9 49 481
Time Dependent Relative Risk Aversion 0 0 0 93 0 7 26 313
Value-at-Risk Calculations with Time Varying Copulae 0 1 1 221 0 4 20 620
Total Working Papers 1 2 4 619 2 28 155 2,025


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 1 7 23 133
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 2 65 1 6 26 193
Total Journal Articles 0 0 3 86 2 13 49 326


Statistics updated 2016-07-02