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 3 62 3 6 24 169
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 1 1 135 1 9 25 340
Statistics of Risk Aversion 0 0 0 95 3 13 44 404
Time Dependent Relative Risk Aversion 0 0 2 91 1 3 11 275
Value-at-Risk Calculations with Time Varying Copulae 0 1 3 219 1 5 16 593
Total Working Papers 0 2 9 602 9 36 120 1,781


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 19 0 2 13 95
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 2 8 60 1 6 30 152
Total Journal Articles 0 2 8 79 1 8 43 247


Statistics updated 2014-07-03