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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
2053 122 29
Downloads per country

Germany 254 (12%)
United States of America 211 (10%)
China 146 (7%)
United Kingdom of Great Britain and Northern Ireland 105 (5%)
Sweden 95 (5%)
Romania 81 (4%)
France 71 (3%)
Iran 69 (3%)
Viet Nam 60 (3%)
Canada 49 (2%)
Denmark 48 (2%)
India 47 (2%)
Italy 44 (2%)
Tunisia 43 (2%)
Taiwan (China) 37 (2%)
Turkiye 35 (2%)
South Korea 35 (2%)
Australia 34 (2%)
Switzerland 34 (2%)
Brazil 31 (2%)
Indonesia 28 (1%)
Netherlands (Kingdom of the) 28 (1%)
Russian Federation 26 (1%)
Portugal 26 (1%)
South Africa 23 (1%)
Nigeria 22 (1%)
Singapore 21 (1%)
Hong Kong (China) 19 (1%)
Ireland 18 (1%)
Spain 18 (1%)
Malaysia 18 (1%)
Bangladesh 16 (1%)
Thailand 15 (1%)
Greece 15 (1%)
Algeria 14 (1%)
Unknown 13 (1%)
Japan 12 (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
Tue Oct 28 09:20:16 2025