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