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Information about:
Enzo Giacomini

Personal Details | Affiliation | Works
This is information that was supplied by Enzo Giacomini in registering through RePEc. If you are Enzo Giacomini , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Enzo
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Last Name: Giacomini
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RePEc Short-ID: pgi107

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Affiliation

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Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer, 2008. "Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation," SFB 649 Discussion Papers SFB649DP2008-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  2. Enzo Giacomini & Wolfgang Härdle, 2007. "Statistics of Risk Aversion," SFB 649 Discussion Papers SFB649DP2007-025, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  3. Enzo Giacomini & Wolfgang Härdle & Ekaterina Ignatieva & Vladimir Spokoiny, 2006. "Inhomogeneous Dependency Modelling with Time Varying Copulae," SFB 649 Discussion Papers SFB649DP2006-075, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  4. Enzo Giacomini & Michael Handel & Wolfgang K. Härdle, 2006. "Time Dependent Relative Risk Aversion," SFB 649 Discussion Papers SFB649DP2006-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

  5. Enzo Giacomini & Wolfgang Härdle, 2005. "Value-at-Risk Calculations with Time Varying Copulae," SFB 649 Discussion Papers SFB649DP2005-004, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany. [Downloadable!]

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (2) 2006-11-25 2008-05-31 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2006-11-25
  3. NEP-FIN: Finance (1) 2006-04-08
  4. NEP-FMK: Financial Markets (2) 2005-10-29 2006-04-08 Author is listed
  5. NEP-RMG: Risk Management (2) 2005-10-29 2006-11-25 Author is listed
  6. NEP-UPT: Utility Models & Prospect Theory (2) 2006-04-08 2007-05-12 Author is listed
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This page was last updated on 2008-10-2.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.