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 68 0 1 4 259
Inhomogeneous dependency modelling with time varying copulae 0 0 0 143 0 1 2 425
Statistics of risk aversion 0 0 0 112 0 0 1 567
Time dependent relative risk aversion 0 0 0 99 1 2 3 354
Value-at-risk calculations with time varying copulae 0 0 0 227 0 2 3 672
Total Working Papers 0 0 0 649 1 6 13 2,277


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 22 0 0 3 162
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 0 73 3 5 9 248
Total Journal Articles 0 0 0 95 3 5 12 410


Statistics updated 2025-12-06