3 Publications
2022 | Journal Article | LibreCat-ID: 35992
@article{Letmathe_Feng_Uhde, title={Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall}, volume={25}, number={2}, journal={Journal of Risk}, author={Letmathe, Sebastian and Feng, Yuanhua and Uhde, André} }
LibreCat
2022 | Journal Article | LibreCat-ID: 29317
@article{Letmathe_Feng_Uhde, title={Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall}, DOI={10.21314/JOR.2022.044}, journal={Journal of Risk}, author={Letmathe, Sebastian and Feng, Yuanhua and Uhde, André} }
LibreCat
| DOI
2018 | Conference Paper | LibreCat-ID: 4667
@article{Feng_Letmathe_2018, series={Book of Abstracts}, title={The Non-Gaussian ESEMIFAR Model}, author={Feng, Yuanhua and Letmathe, Sebastian}, year={2018}, pages={7}, collection={Book of Abstracts} }
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3 Publications
2022 | Journal Article | LibreCat-ID: 35992
@article{Letmathe_Feng_Uhde, title={Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall}, volume={25}, number={2}, journal={Journal of Risk}, author={Letmathe, Sebastian and Feng, Yuanhua and Uhde, André} }
LibreCat
2022 | Journal Article | LibreCat-ID: 29317
@article{Letmathe_Feng_Uhde, title={Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall}, DOI={10.21314/JOR.2022.044}, journal={Journal of Risk}, author={Letmathe, Sebastian and Feng, Yuanhua and Uhde, André} }
LibreCat
| DOI
2018 | Conference Paper | LibreCat-ID: 4667
@article{Feng_Letmathe_2018, series={Book of Abstracts}, title={The Non-Gaussian ESEMIFAR Model}, author={Feng, Yuanhua and Letmathe, Sebastian}, year={2018}, pages={7}, collection={Book of Abstracts} }
LibreCat