3 Publications
2022 | Journal Article | LibreCat-ID: 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, 25(2).
LibreCat
2022 | Journal Article | LibreCat-ID: 29317
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
| DOI
2018 | Conference Paper | LibreCat-ID: 4667
Feng, Y., & Letmathe, S. (2018). The Non-Gaussian ESEMIFAR Model. Presented at the European Conference on Data Analysis, Paderborn, Germany.
LibreCat
3 Publications
2022 | Journal Article | LibreCat-ID: 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, 25(2).
LibreCat
2022 | Journal Article | LibreCat-ID: 29317
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
| DOI
2018 | Conference Paper | LibreCat-ID: 4667
Feng, Y., & Letmathe, S. (2018). The Non-Gaussian ESEMIFAR Model. Presented at the European Conference on Data Analysis, Paderborn, Germany.
LibreCat