2 Publications
2026 | Working Paper | LibreCat-ID: 66449 |
D. C. Hanke, A. Uhde, and Y. 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 |
D. C. Hanke, Y. Feng, and A. Uhde, Comparing the behaviors of some original short and long memory exponential volatility models. 2026.
LibreCat
| Files available
2 Publications
2026 | Working Paper | LibreCat-ID: 66449 |
D. C. Hanke, A. Uhde, and Y. 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 |
D. C. Hanke, Y. Feng, and A. Uhde, Comparing the behaviors of some original short and long memory exponential volatility models. 2026.
LibreCat
| Files available