Enzo Giacomini

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 20 citations into it
• Finance — 19 citations into it
• Management Science and Operations Research — 10 citations into it

Whom Enzo Giacomini trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Lingfang Hu
2. Rama Cont
3. Andrew Ang
4. Paul Embrechts
5. Joseph Chen
6. Andrew J. Patton
7. Xiaohong Chen
8. Alexander J. McNeil

Who trusts Enzo Giacomini overall

1. Andrew J. Patton

Papers from Enzo Giacomini's perspective

Ordered by how strongly the researchers Enzo Giacomini trusts endorse each paper. Same corpus, a different order for every researcher.

1. Asymmetric Correlations of Equity Portfolios
2. Dependence patterns across financial markets: a mixed copula approach
3. Empirical properties of asset returns: stylized facts and statistical issues
4. Extreme Correlation of International Equity Markets
5. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
6. Risk Management: Value at Risk and Beyond
7. Generalized autoregressive conditional heteroskedasticity
8. An Introduction to Copulas
9. On Default Correlation: A Copula Function Approach
10. International Asset Allocation With Regime Shifts

Their papers

• Inhomogeneous Dependence Modeling with Time-Varying Copulae (2009) — 72 citations