2 Publications
2026 | Working Paper | LibreCat-ID: 66449 | 
Hanke, Dominik Christian, André Uhde, and Yuanhua Feng. Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III, 2026.
LibreCat
| Files available
2026 | Working Paper | LibreCat-ID: 66447 |
Hanke, Dominik Christian, Yuanhua Feng, and André Uhde. Comparing the Behaviors of Some Original Short and Long Memory Exponential Volatility Models, 2026.
LibreCat
| Files available
Search
Filter Publications
Display / Sort
Export / Embed
2 Publications
2026 | Working Paper | LibreCat-ID: 66449 |
Hanke, Dominik Christian, André Uhde, and Yuanhua Feng. Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III, 2026.
LibreCat
| Files available
2026 | Working Paper | LibreCat-ID: 66447 |
Hanke, Dominik Christian, Yuanhua Feng, and André Uhde. Comparing the Behaviors of Some Original Short and Long Memory Exponential Volatility Models, 2026.
LibreCat
| Files available