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 1 67 2 11 36 225
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 1 138 5 17 33 385
Statistics of Risk Aversion 0 0 1 99 7 22 51 479
Time Dependent Relative Risk Aversion 0 0 0 93 6 15 27 312
Value-at-Risk Calculations with Time Varying Copulae 1 1 1 221 4 14 24 620
Total Working Papers 1 1 4 618 24 79 171 2,021


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 4 10 23 130
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 3 65 3 13 27 190
Total Journal Articles 0 0 4 86 7 23 50 320


Statistics updated 2016-05-03