Letmathe, S., Feng, Y., &; Uhde, A. (n.d.). Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. Journal of Risk, 25(2).
LibreCat: /record/35992

Letmathe, S., Feng, Y., &; Uhde, A. (n.d.). Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. Journal of Risk.https://doi.org/10.21314/JOR.2022.044 
LibreCat: /record/29317
DOI: 10.21314/JOR.2022.044