Citation profile for Enzo Giacomini

Enzo Giacomini : Citation Profile

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

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   4 years (2005 - 2009). See details.
   Cites by year: 23
   Journals where Enzo Giacomini has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 2 (2.13 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgi107
   Updated: 2026-01-10    RAS profile: 2022-12-01
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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:

Okhrin, Ostap (20)

Härdle, Wolfgang (15)

Choros-Tomczyk, Barbara (6)

Fengler, Matthias (6)

Odening, Martin (6)

Xu, Wei (4)

Matkovskyy, Roman (4)

Trueck, Stefan (3)

Hafner, Christian (2)

Wied, Dominik (2)

De Luca, Giovanni (2)

Cites to:

Härdle, Wolfgang (11)

Ait-Sahalia, Yacine (6)

Lo, Andrew (6)

Fengler, Matthias (5)

Mammen, Enno (4)

Chen, Xiaohong (4)

Borak, Szymon (3)

DA FONSECA, José (2)

Scholes, Myron (1)

shin, yongcheol (1)

Bouyé, Eric (1)

Main data

Where Enzo Giacomini has published?

Working Papers Series with more than one paper published	# docs
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk	4

Recent works citing Enzo Giacomini (2025 and 2024)

Year	Title of citing document
2024	How to Compare Copula Forecasts?. (2024). Hoga, Yannick ; Fissler, Tobias. In: Papers. RePEc:arx:papers:2410.04165. Full description at Econpapers \|\| Download paper
2024	Semiparametric Conditional Mixture Copula Models with Copula Selection. (2024). Cai, Zongwu ; Luo, Xuelong ; Long, Wei ; Liu, Guannan. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202401. Full description at Econpapers \|\| Download paper

Works by Enzo Giacomini:

Year	Title	Type	Cited
2009	Inhomogeneous Dependence Modeling with Time-Varying Copulae In: Journal of Business & Economic Statistics. [Full Text][Citation analysis]	article	56
2006	Inhomogeneous dependency modelling with time varying copulae.(2006) In: SFB 649 Discussion Papers. [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	5
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	1
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
2005	Value-at-risk calculations with time varying copulae In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	2
2006	Time dependent relative risk aversion In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	3
2007	Statistics of risk aversion In: SFB 649 Discussion Papers. [Full Text][Citation analysis]	paper	0