2 Publications
2026 | Working Paper | LibreCat-ID: 66449 | 
Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III
D.C. Hanke, A. Uhde, Y. Feng, Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III, 2026.
LibreCat
| Files available
D.C. Hanke, A. Uhde, Y. Feng, Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III, 2026.
2026 | Working Paper | LibreCat-ID: 66447 |
Comparing the behaviors of some original short and long memory exponential volatility models
D.C. Hanke, Y. Feng, A. Uhde, Comparing the Behaviors of Some Original Short and Long Memory Exponential Volatility Models, 2026.
LibreCat
| Files available
D.C. Hanke, Y. Feng, A. Uhde, Comparing the Behaviors of Some Original Short and Long Memory Exponential Volatility Models, 2026.
2 Publications
2026 | Working Paper | LibreCat-ID: 66449 |
Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III
D.C. Hanke, A. Uhde, Y. Feng, Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III, 2026.
LibreCat
| Files available
D.C. Hanke, A. Uhde, Y. Feng, Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III, 2026.
2026 | Working Paper | LibreCat-ID: 66447 |
Comparing the behaviors of some original short and long memory exponential volatility models
D.C. Hanke, Y. Feng, A. Uhde, Comparing the Behaviors of Some Original Short and Long Memory Exponential Volatility Models, 2026.
LibreCat
| Files available
D.C. Hanke, Y. Feng, A. Uhde, Comparing the Behaviors of Some Original Short and Long Memory Exponential Volatility Models, 2026.