Narrow search
Showing 1 - 5 of 5
Cover Image
Time dependent relative risk aversion
Giacomini, Enzo; Handel, Michael; Härdle, Wolfgang - 2006
Persistent link: https://www.econbiz.de/10004868932
Cover Image
Statistics of risk aversion
Giacomini, Enzo; Härdle, Wolfgang - 2007
Persistent link: https://www.econbiz.de/10004890690
Cover Image
Time varying adaptive copulae and dynamic semiparametric factor models with applications in finance
Giacomini, Enzo - 2009
Persistent link: https://www.econbiz.de/10004955795
Cover Image
Inhomogeneous dependency modelling with time varying copulae
Giacomini, Enzo (contributor) - 2006
Persistent link: https://www.econbiz.de/10004875383
Cover Image
Value-at-risk calculations with time varying copulae
Giacomini, Enzo; Härdle, Wolfgang - 2005
Persistent link: https://www.econbiz.de/10004457485