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 2 4 66 2 8 24 189
Inhomogeneous Dependency Modelling with Time Varying Copulae 1 1 3 137 3 6 19 352
Statistics of Risk Aversion 0 0 3 98 2 6 32 428
Time Dependent Relative Risk Aversion 0 0 2 93 1 2 12 285
Value-at-Risk Calculations with Time Varying Copulae 0 0 2 220 0 0 7 596
Total Working Papers 1 3 14 614 8 22 94 1,850


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 2 5 13 107
Inhomogeneous Dependence Modeling with Time-Varying Copulae 1 1 4 62 2 6 15 163
Total Journal Articles 1 1 5 82 4 11 28 270


Statistics updated 2015-05-02