Browsen in EconStor gesamt nach Autor:innen Giacomini, Enzo
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Erscheinungsjahr | Titel | Autor:innen |
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 |