S. Letmathe, Y. Feng, and A. Uhde, “Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall,”10.21314/JOR.2022.044__Journal of Risk, doi:10.21314/JOR.2022.044 .
LibreCat: /record/29317
DOI: 10.21314/JOR.2022.044