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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
31 31 3
Downloads per country
United States of America 8 (28%)
Sweden 3 (10%)
Latvia 3 (10%)
France 2 (7%)
Unknown 1 (3%)
Denmark 1 (3%)
Iraq 1 (3%)
Turkiye 1 (3%)
Germany 1 (3%)
Morocco 1 (3%)
Russian Federation 1 (3%)
Indonesia 1 (3%)
Argentina 1 (3%)
Bangladesh 1 (3%)
Belgium 1 (3%)
China 1 (3%)
Singapore 1 (3%)
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 24 08:25:38 2025