Sebastian Letmathe

sebastian.letmathe@uni-paderborn.de
ID
23991

3 Publications

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[3]
2022 | Journal Article | LibreCat-ID: 35992
S. Letmathe, Y. Feng, and A. Uhde, “Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall,” Journal of Risk, vol. 25, no. 2.
LibreCat
 
[2]
2022 | Journal Article | LibreCat-ID: 29317
S. Letmathe, Y. Feng, and A. Uhde, “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
Y. Feng and S. Letmathe, “The Non-Gaussian ESEMIFAR Model.” p. 7, 2018.
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3 Publications

Mark all

[3]
2022 | Journal Article | LibreCat-ID: 35992
S. Letmathe, Y. Feng, and A. Uhde, “Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall,” Journal of Risk, vol. 25, no. 2.
LibreCat
 
[2]
2022 | Journal Article | LibreCat-ID: 29317
S. Letmathe, Y. Feng, and A. Uhde, “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
Y. Feng and S. Letmathe, “The Non-Gaussian ESEMIFAR Model.” p. 7, 2018.
LibreCat
 
Marked Publication(s)

Search

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Display / Sort

Citation Style: IEEE

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