Sebastian Letmathe

sebastian.letmathe@uni-paderborn.de
ID
23991

3 Publications

Mark all

[3]
2022 | Journal Article | LibreCat-ID: 35992
Letmathe, Sebastian, et al. “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
Letmathe, Sebastian, et al. “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, Yuanhua, and Sebastian Letmathe. The Non-Gaussian ESEMIFAR Model. 2018, p. 7.
LibreCat
 
Marked Publication(s)

Search

Filter Publications

Display / Sort

Citation Style: MLA

Export / Embed

3 Publications

Mark all

[3]
2022 | Journal Article | LibreCat-ID: 35992
Letmathe, Sebastian, et al. “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
Letmathe, Sebastian, et al. “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, Yuanhua, and Sebastian Letmathe. The Non-Gaussian ESEMIFAR Model. 2018, p. 7.
LibreCat
 
Marked Publication(s)

Search

Filter Publications

Display / Sort

Citation Style: MLA

Export / Embed