2 Publications
2026 | Working Paper | LibreCat-ID: 66449 |
Hanke, Dominik Christian, et al. 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, et al. 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 |
Hanke, Dominik Christian, et al. 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, et al. Comparing the Behaviors of Some Original Short and Long Memory Exponential Volatility Models. 2026.
LibreCat
| Files available