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Record
Title
Are GARCH models necessary for Expected Shortfall?
Type
Student Paper
Publ. year
2017
Author/s
Berggren, Erik
Department/s
Department of Statistics
In LUP since
2017-02-10
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1515 191 11
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90 (6%)
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88 (6%)
China
70 (5%)
Poland
46 (3%)
Italy
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33 (2%)
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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 full-texts. 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
2026-11-14 07:02:59