Browsing All of EconStor by Author Giacomini, Enzo
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
2005 | Value-at-risk calculations with time varying copulae | Giacomini, Enzo; Härdle, Wolfgang Karl |
2006 | Inhomogeneous dependency modelling with time varying copulae | Giacomini, Enzo; Härdle, Wolfgang Karl; Ignatieva, Ekaterina; Spokoiny, Vladimir |
2006 | Time dependent relative risk aversion | Giacomini, Enzo; Handel, Michael; Härdle, Wolfgang Karl |
2007 | Statistics of risk aversion | Giacomini, Enzo; Härdle, Wolfgang Karl |
2008 | Dynamic semiparametric factor models in risk neutral density estimation | Giacomini, Enzo; Härdle, Wolfgang Karl; Krätschmer, Volker |