Sebastian Letmathe

sebastian.letmathe@uni-paderborn.de
ID
23991

3 Publications

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[3]
2022 | Journal Article | LibreCat-ID: 35992
Letmathe S, Feng Y, Uhde A. Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. Journal of Risk. 25(2).
LibreCat
 
[2]
2022 | Journal Article | LibreCat-ID: 29317
Letmathe S, Feng Y, Uhde A. Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. Journal of Risk. doi:10.21314/JOR.2022.044
LibreCat | DOI
 
[1]
2018 | Conference Paper | LibreCat-ID: 4667
Feng Y, Letmathe S. The Non-Gaussian ESEMIFAR Model. 2018:7.
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3 Publications

Mark all

[3]
2022 | Journal Article | LibreCat-ID: 35992
Letmathe S, Feng Y, Uhde A. Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. Journal of Risk. 25(2).
LibreCat
 
[2]
2022 | Journal Article | LibreCat-ID: 29317
Letmathe S, Feng Y, Uhde A. Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. Journal of Risk. doi:10.21314/JOR.2022.044
LibreCat | DOI
 
[1]
2018 | Conference Paper | LibreCat-ID: 4667
Feng Y, Letmathe S. The Non-Gaussian ESEMIFAR Model. 2018:7.
LibreCat
 
Marked Publication(s)

Search

Filter Publications

Display / Sort

Citation Style: AMA

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