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[2]
2026 | Working Paper | LibreCat-ID: 66449 | OA
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
 
[1]
2026 | Working Paper | LibreCat-ID: 66447 | OA
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
 

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2 Publications

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[2]
2026 | Working Paper | LibreCat-ID: 66449 | OA
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
 
[1]
2026 | Working Paper | LibreCat-ID: 66447 | OA
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
 

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Citation Style: IEEE

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