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 3 64 3 5 22 177
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 2 136 0 2 18 345
Statistics of Risk Aversion 0 0 2 97 1 4 38 417
Time Dependent Relative Risk Aversion 0 0 3 93 0 2 12 280
Value-at-Risk Calculations with Time Varying Copulae 0 0 3 220 0 1 14 596
Total Working Papers 0 1 13 610 4 14 104 1,815


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 20 0 1 12 100
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 6 61 0 1 21 155
Total Journal Articles 0 0 7 81 0 2 33 255


Statistics updated 2014-12-03