2 Publications
2026 | Working Paper | LibreCat-ID: 66449 |
@book{Hanke_Uhde_Feng_2026, title={Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III}, author={Hanke, Dominik Christian and Uhde, André and Feng, Yuanhua}, year={2026} }
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2026 | Working Paper | LibreCat-ID: 66447 |
@book{Hanke_Feng_Uhde_2026, title={Comparing the behaviors of some original short and long memory exponential volatility models}, author={Hanke, Dominik Christian and Feng, Yuanhua and Uhde, André}, year={2026} }
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| Files available
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2 Publications
2026 | Working Paper | LibreCat-ID: 66449 |
@book{Hanke_Uhde_Feng_2026, title={Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III}, author={Hanke, Dominik Christian and Uhde, André and Feng, Yuanhua}, year={2026} }
LibreCat
| Files available
2026 | Working Paper | LibreCat-ID: 66447 |
@book{Hanke_Feng_Uhde_2026, title={Comparing the behaviors of some original short and long memory exponential volatility models}, author={Hanke, Dominik Christian and Feng, Yuanhua and Uhde, André}, year={2026} }
LibreCat
| Files available