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
2027	3	3

Downloads per country

United States of America	174 (9%)
Sweden	161 (8%)
Germany	127 (6%)
China	121 (6%)
United Kingdom of Great Britain and Northern Ireland	96 (5%)
Viet Nam	92 (5%)
Malaysia	79 (4%)
Iran	71 (4%)
Thailand	62 (3%)
Netherlands (Kingdom of the)	56 (3%)
Indonesia	54 (3%)
Poland	50 (2%)
Norway	49 (2%)
France	46 (2%)
Italy	41 (2%)
Tunisia	41 (2%)
Switzerland	40 (2%)
India	40 (2%)
Denmark	30 (1%)
Australia	30 (1%)
Taiwan (China)	29 (1%)
Japan	25 (1%)
Kenya	24 (1%)
Russian Federation	24 (1%)
Colombia	24 (1%)
Brazil	22 (1%)
Mexico	21 (1%)
Hong Kong (China)	21 (1%)
Unknown	19 (1%)
South Africa	19 (1%)
Finland	18 (1%)
Canada	17 (1%)
South Korea	16 (1%)
Mauritius	15 (1%)
Singapore	15 (1%)
Belgium	13 (1%)
Austria	13 (1%)
Ukraine	13 (1%)
Algeria	12 (1%)
Romania	12 (1%)
Greece	11 (1%)
Pakistan	11 (1%)
Bulgaria	11 (1%)
Turkiye	11 (1%)
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Trinidad and Tobago	9 (0%)
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