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Record
Title
The performance of time-varying volatility and regime switching models in estimating Value-at-Risk
Type
Student Paper
Publ. year
2012
Author/s
Birtoiu, Alina; Dragu, Florin George
Department/s
Department of Business Administration
In LUP since
2012-06-28
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Total This Year This Month
2069 138 5
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Germany 254 (12%)
United States of America 208 (10%)
China 148 (7%)
United Kingdom of Great Britain and Northern Ireland 106 (5%)
Sweden 95 (5%)
Romania 81 (4%)
France 71 (3%)
Iran 69 (3%)
Viet Nam 60 (3%)
Denmark 48 (2%)
India 47 (2%)
Italy 44 (2%)
Tunisia 43 (2%)
Canada 39 (2%)
Taiwan (China) 37 (2%)
Turkiye 35 (2%)
South Korea 35 (2%)
Australia 34 (2%)
Switzerland 34 (2%)
Brazil 31 (2%)
Netherlands (Kingdom of the) 28 (1%)
Indonesia 28 (1%)
Portugal 26 (1%)
Russian Federation 26 (1%)
South Africa 23 (1%)
Nigeria 22 (1%)
Singapore 21 (1%)
Hong Kong (China) 20 (1%)
Spain 18 (1%)
Malaysia 18 (1%)
Ireland 18 (1%)
Bangladesh 16 (1%)
Thailand 15 (1%)
Greece 15 (1%)
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Unknown 13 (1%)
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Finland 12 (1%)
Pakistan 10 (0%)
European Union location 9 (0%)
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About
The download statistics shown here have been collected since the launch of LUP in October 2007 and are updated every night. Statistics are available for all records with open access fulltexts. Efforts have been made to exclude downloads by robots and track irregular download activities.

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The information on downloads per country is based on the geolocation of IP addresses and may not be completely accurate. The statistics presented here may also change retroactively when the calculation process is improved to provide more accurate results.

Statistics Last Updated
Wed Dec 10 08:29:50 2025