Statistics for "Model vs. Market - A comparison of VaR and ES estimation for sector ETFs using model based IGARCH and market implied volatility in the VWHS framework"

Record

Title: Model vs. Market - A comparison of VaR and ES estimation for sector ETFs using model based IGARCH and market implied volatility in the VWHS framework
Type: Student Paper
Publ. year: 2025
Author/s: Mettävainio, Isak; Bergo, Erik
Department/s: Department of Economics
In LUP since: 2025-09-12

Downloads

Total	This Year	This Month
17	17	6

Downloads per country
Sweden	3 (100%)

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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
Fri Oct 17 08:43:49 2025