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 5 28 45 2 13 56 89
Inhomogeneous Dependency Modelling with Time Varying Copulae 1 8 38 102 3 13 71 207
Statistics of Risk Aversion 2 4 15 57 7 12 66 178
Time Dependent Relative Risk Aversion 0 2 10 72 2 6 34 198
Value-at-Risk Calculations with Time Varying Copulae 1 6 37 189 7 28 131 511
Total Working Papers 5 25 128 465 21 72 358 1,183


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 5 5 5 2 11 11 11
Total Journal Articles 0 5 5 5 2 11 11 11


Statistics updated 2009-11-04