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 3 64 3 6 24 180
Inhomogeneous Dependency Modelling with Time Varying Copulae 0 0 2 136 1 1 19 346
Statistics of Risk Aversion 0 0 2 97 1 3 37 418
Time Dependent Relative Risk Aversion 0 0 3 93 1 2 13 281
Value-at-Risk Calculations with Time Varying Copulae 0 0 3 220 0 0 13 596
Total Working Papers 0 0 13 610 6 12 106 1,821


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 1 1 13 101
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 5 61 1 1 20 156
Total Journal Articles 0 0 6 81 2 2 33 257


Statistics updated 2015-01-03