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 0 11 266
Inhomogeneous dependency modelling with time varying copulae 0 0 0 143 1 2 8 431
Statistics of risk aversion 0 0 0 112 0 0 3 570
Time dependent relative risk aversion 0 0 0 99 0 0 10 362
Value-at-risk calculations with time varying copulae 0 0 0 227 0 0 5 675
Total Working Papers 0 0 0 649 1 2 37 2,304


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 6 166
Inhomogeneous Dependence Modeling with Time-Varying Copulae 0 0 0 73 0 2 15 258
Total Journal Articles 0 0 0 95 0 2 21 424


Statistics updated 2026-08-07