4
H index
2
i10 index
94
Citations
Humboldt-Universität Berlin (50% share) | 4 H index 2 i10 index 94 Citations RESEARCH PRODUCTION: 2 Articles 9 Papers RESEARCH ACTIVITY: 4 years (2005 - 2009). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pgi107 |
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: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany | 5 |
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk | 4 |
Year | Title of citing document |
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Year | Title | Type | Cited |
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2009 | Inhomogeneous Dependence Modeling with Time-Varying Copulae In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 56 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | ||
2005 | Value-at-Risk Calculations with Time Varying Copulae In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2006 | Time Dependent Relative Risk Aversion In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2006 | Inhomogeneous Dependency Modelling with Time Varying Copulae In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2007 | Statistics of Risk Aversion In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2009 | Dynamic semiparametric factor models in risk neutral density estimation In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 12 |
In: . [Full Text][Citation analysis] | paper | 2 | |
In: . [Full Text][Citation analysis] | paper | 3 | |
In: . [Full Text][Citation analysis] | paper | 0 |
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