Enzo Giacomini
Names
| first: |
Enzo |
| last: |
Giacomini |
Identifer
Contact
Affiliations
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Humboldt-Universität Berlin
/ Wirtschaftswissenschaftliche Fakultät
/ Institut für Statistik und Ökonometrie (ISÖ) (weight: 50%)
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Humboldt-Universität Berlin
/ Wirtschaftswissenschaftliche Fakultät
/ Sonderforschungsbereich 649: Ökonomisches Risiko (weight: 50%)
Research profile
author of:
- Inhomogeneous Dependence Modeling with Time-Varying Copulae (RePEc:bes:jnlbes:v:27:i:2:y:2009:p:224-234)
by Giacomini, Enzo & Härdle, Wolfgang & Spokoiny, Vladimir - Value-at-Risk Calculations with Time Varying Copulae (RePEc:hum:wpaper:sfb649dp2005-004)
by Enzo Giacomini & Wolfgang Härdle - Time Dependent Relative Risk Aversion (RePEc:hum:wpaper:sfb649dp2006-020)
by Enzo Giacomini & Michael Handel & Wolfgang K. Härdle - Inhomogeneous Dependency Modelling with Time Varying Copulae (RePEc:hum:wpaper:sfb649dp2006-075)
by Enzo Giacomini & Wolfgang Härdle & Ekaterina Ignatieva & Vladimir Spokoiny - Statistics of Risk Aversion (RePEc:hum:wpaper:sfb649dp2007-025)
by Enzo Giacomini & Wolfgang Härdle - Dynamic Semiparametric Factor Models in Risk Neutral Density Estimation (RePEc:hum:wpaper:sfb649dp2008-038)
by Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer - Dynamic semiparametric factor models in risk neutral density estimation (RePEc:spr:alstar:v:93:y:2009:i:4:p:387-402)
by Enzo Giacomini & Wolfgang Härdle & Volker Krätschmer - Value-at-risk calculations with time varying copulae (RePEc:zbw:sfb649:sfb649dp2005-004)
by Giacomini, Enzo & Härdle, Wolfgang Karl - Time dependent relative risk aversion (RePEc:zbw:sfb649:sfb649dp2006-020)
by Giacomini, Enzo & Handel, Michael & Härdle, Wolfgang Karl - Inhomogeneous dependency modelling with time varying copulae (RePEc:zbw:sfb649:sfb649dp2006-075)
by Giacomini, Enzo & Härdle, Wolfgang Karl & Ignatieva, Ekaterina & Spokoiny, Vladimir - Statistics of risk aversion (RePEc:zbw:sfb649:sfb649dp2007-025)
by Giacomini, Enzo & Härdle, Wolfgang Karl