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 1 1 1 68 1 3 10 233
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 0 138 1 5 15 395
Statistics of Risk Aversion 0 0 2 101 2 5 27 499
Time Dependent Relative Risk Aversion 0 0 0 93 0 2 12 318
Value-at-Risk Calculations with Time Varying Copulae 1 1 3 223 1 3 13 629
Total Working Papers 2 2 6 623 5 18 77 2,074


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 0 8 134
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 1 66 0 1 11 198
Total Journal Articles 0 0 1 87 0 1 19 332


Statistics updated 2017-04-03