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Record
Title
Forecasting Exchange Rate Value-at-Risk and Expected Shortfall: A GARCH-EVT Approach
Type
Student Paper
Publ. year
2022
Author/s
Titov, Christoffer
Department/s
Department of Economics
In LUP since
2022-10-10
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798 190 26
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United States of America 137 (17%)
Germany 36 (5%)
China 36 (5%)
Italy 28 (4%)
Hong Kong (China) 27 (3%)
Unknown 20 (3%)
Netherlands (Kingdom of the) 20 (3%)
Indonesia 19 (2%)
Turkiye 19 (2%)
Denmark 19 (2%)
Poland 17 (2%)
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United Kingdom of Great Britain and Northern Ireland 16 (2%)
Philippines 12 (2%)
Kenya 12 (2%)
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France 10 (1%)
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Tunisia 4 (1%)
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Brazil 4 (1%)
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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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Disclaimer
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
Sun Jul 27 08:29:52 2025