LUP Statistics

Record

Title

GARCH-Copula Approach to Estimation of Value at Risk for Portfolios

Type

Student Paper

Publ. year

2012

Author/s

Li, Yin

Department/s

Mathematical Statistics

In LUP since

2012-06-27

Total	This Year	This Month
2032	8	2

Downloads per country

United States of America	176 (9%)
Sweden	161 (8%)
Germany	127 (6%)
China	121 (6%)
United Kingdom of Great Britain and Northern Ireland	96 (5%)
Viet Nam	93 (5%)
Malaysia	79 (4%)
Iran	71 (3%)
Thailand	62 (3%)
Netherlands (Kingdom of the)	57 (3%)
Indonesia	54 (3%)
Poland	50 (2%)
Norway	49 (2%)
France	46 (2%)
Tunisia	41 (2%)
Italy	41 (2%)
Switzerland	40 (2%)
India	40 (2%)
Taiwan (China)	30 (1%)
Denmark	30 (1%)
Australia	30 (1%)
Japan	25 (1%)
Kenya	24 (1%)
Colombia	24 (1%)
Russian Federation	24 (1%)
Brazil	22 (1%)
Hong Kong (China)	21 (1%)
Mexico	21 (1%)
South Africa	19 (1%)
Unknown	19 (1%)
Finland	18 (1%)
Canada	17 (1%)
South Korea	16 (1%)
Singapore	15 (1%)
Mauritius	15 (1%)
Austria	13 (1%)
Belgium	13 (1%)
Ukraine	13 (1%)
Algeria	12 (1%)
Romania	12 (1%)
Bulgaria	11 (1%)
Pakistan	11 (1%)
Turkiye	11 (1%)
Greece	11 (1%)
Czechia	10 (0%)
Ireland	10 (0%)
Trinidad and Tobago	9 (0%)
Saudi Arabia	9 (0%)
Spain	9 (0%)
Iraq	7 (0%)
Bangladesh	7 (0%)
Philippines	7 (0%)
Zimbabwe	6 (0%)
Chile	5 (0%)
Portugal	5 (0%)
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Slovenia	5 (0%)
Peru	5 (0%)
Luxembourg	4 (0%)
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Serbia	4 (0%)
Morocco	3 (0%)
Sri Lanka	3 (0%)
Nigeria	3 (0%)
European Union location	3 (0%)
Lebanon	3 (0%)
Rwanda	2 (0%)
United Arab Emirates	2 (0%)
Croatia	2 (0%)
New Zealand	1 (0%)
Unknown (Satellite Provider)	1 (0%)
Sudan	1 (0%)
Ethiopia	1 (0%)
Unknown (Anonymous Proxy)	1 (0%)
Botswana	1 (0%)
Slovakia	1 (0%)
Hungary	1 (0%)
Cyprus	1 (0%)
Albania	1 (0%)
Asia-Pacific location	1 (0%)
Syrian Arab Republic	1 (0%)
Libya	1 (0%)
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Lithuania	1 (0%)
Costa Rica	1 (0%)