Metrics

From
Risk Measurement in Commodities Markets Using Conditional Extreme Value Theory by Ahmed GHORBEL and Sameh SOUILMI International Journal of Econometrics and Financial Management. 2014, 2(5), 188-205 doi:10.12691/ijefm-2-5-4
Views
26560
Html 25850
Abstract 710
24 September 2014 (publication date) through 26 January 2022 *
10.83 % of article views led to PDF downloads *
*Although we update our data on a daily basis, there may be a 48-hour delay before the most recent numbers are available.
Downloads: 18398
PDF2877
Epub907
XML1209
PPT6441
Figures3248
Tables3716
Export: 2803
RIS882
BibTex941
Endnote980
RIS, BibTex, EndNote allows users to search, retrieve and store citations from bibliographic databases such as ABI Inform, the Web of Science, Anthropological Literature, the MLA bibliography, or the catalogs of individual libraries.
Area Chart Example: If your want to see the details of daily statistics for this article, please click here to login our Manuscript Tracking System.
Citations
0
Found additional citations for the article? Please contact us at submission@sciepub.com.
Shares & bookmarks
Facebook0
Twitter0
LinkedIn0
Google +0
Found additional shares or bookmarks for the article? Please contact us at submission@sciepub.com