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
1892	41	5

Downloads per country

Sweden	158 (8%)
United States of America	146 (8%)
Germany	116 (6%)
China	111 (6%)
United Kingdom of Great Britain and Northern Ireland	93 (5%)
Viet Nam	88 (5%)
Malaysia	79 (4%)
Iran	70 (4%)
Netherlands (Kingdom of the)	55 (3%)
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Kenya	22 (1%)
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