Letmathe, Sebastian, et al. “Semiparametric GARCH Models with Long Memory Applied to Value at Risk and Expected Shortfall.” Journal of Risk, vol. 25, no. 2.
LibreCat: /record/35992

Letmathe, Sebastian, et al. “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