Enzo Giacomini : Citation Profile


Are you Enzo Giacomini?

Humboldt-Universität Berlin (50% share)
Humboldt-Universität Berlin (50% share)

4

H index

2

i10 index

77

Citations

RESEARCH PRODUCTION:

2

Articles

5

Papers

RESEARCH ACTIVITY:

   4 years (2005 - 2009). See details.
   Cites by year: 19
   Journals where Enzo Giacomini has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 1 (1.28 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi107
   Updated: 2022-09-24    RAS profile: 2012-11-30    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Enzo Giacomini.

Is cited by:

Härdle, Wolfgang (9)

Okhrin, Ostap (6)

Fengler, Matthias (5)

Odening, Martin (5)

Choros-Tomczyk, Barbara (3)

Xu, Wei (3)

Matkovskyy, Roman (3)

Trueck, Stefan (3)

cerrato, mario (2)

Hafner, Christian (2)

Wied, Dominik (2)

Cites to:

Härdle, Wolfgang (7)

Fengler, Matthias (4)

Lo, Andrew (4)

Ait-Sahalia, Yacine (4)

Mammen, Enno (2)

Borak, Szymon (2)

Schied, Alexander (1)

Brüggemann, Ralf (1)

mungo, julius (1)

Trenkler, Carsten (1)

Scholes, Myron (1)

Main data


Where Enzo Giacomini has published?


Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany5

Recent works citing Enzo Giacomini (2022 and 2021)


YearTitle of citing document
2022Semiparametric estimation and model selection for conditional mixture copula models. (2022). Cai, Zongwu ; Yang, Bingduo ; Long, Wei ; Liu, Guannan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:49:y:2022:i:1:p:287-330.

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2021“Shiny” crypto assets: A systemic look at gold-backed cryptocurrencies during the COVID-19 pandemic. (2021). Matkovskyy, Roman ; Yarovaya, Larisa ; Jalan, Akanksha. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002787.

Full description at Econpapers || Download paper

2022GARCH copula quantile regression model for risk spillover analysis. (2022). Ji, Hao ; Tian, Maoxi. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001859.

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2021Semiparametric estimation and variable selection for single?index copula models. (2021). Hafner, Christian ; Long, Wei ; Liu, Guannan ; Yang, Bingduo. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:7:p:962-988.

Full description at Econpapers || Download paper

Works by Enzo Giacomini:


YearTitleTypeCited
2009Inhomogeneous Dependence Modeling with Time-Varying Copulae In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article52
2006Inhomogeneous Dependency Modelling with Time Varying Copulae.(2006) In: SFB 649 Discussion Papers.
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This paper has another version. Agregated cites: 52
paper
2005Value-at-Risk Calculations with Time Varying Copulae In: SFB 649 Discussion Papers.
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paper6
2006Time Dependent Relative Risk Aversion In: SFB 649 Discussion Papers.
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paper4
2007Statistics of Risk Aversion In: SFB 649 Discussion Papers.
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paper2
2008Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation In: SFB 649 Discussion Papers.
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paper13
2009Dynamic semiparametric factor models in risk neutral density estimation.(2009) In: AStA Advances in Statistical Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
article

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