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 26 228
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 1 138 2 4 29 389
Statistics of Risk Aversion 0 1 1 100 1 4 42 483
Time Dependent Relative Risk Aversion 0 0 0 93 1 1 23 314
Value-at-Risk Calculations with Time Varying Copulae 0 0 1 221 0 2 19 622
Total Working Papers 0 1 3 619 4 13 139 2,036


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 0 2 21 134
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 0 65 1 4 25 196
Total Journal Articles 0 0 0 86 1 6 46 330


Statistics updated 2016-09-03