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 4 8 263
Inhomogeneous dependency modelling with time varying copulae 0 0 0 143 0 4 6 429
Statistics of risk aversion 0 0 0 112 1 2 2 569
Time dependent relative risk aversion 0 0 0 99 2 6 8 360
Value-at-risk calculations with time varying copulae 0 0 0 227 0 3 5 675
Total Working Papers 0 0 0 649 3 19 29 2,296


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 4 6 166
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 0 73 0 6 12 254
Total Journal Articles 0 0 0 95 0 10 18 420


Statistics updated 2026-03-04