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60 Publications
2022 | Journal Article | LibreCat-ID: 35992
Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall
S. Letmathe, Y. Feng, A. Uhde, Journal of Risk 25 (n.d.).
LibreCat
S. Letmathe, Y. Feng, A. Uhde, Journal of Risk 25 (n.d.).
2022 | Journal Article | LibreCat-ID: 29317
Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall
S. Letmathe, Y. Feng, A. Uhde, Journal of Risk (n.d.).
LibreCat
| DOI
S. Letmathe, Y. Feng, A. Uhde, Journal of Risk (n.d.).
2020 | Journal Article | LibreCat-ID: 16873
The Shanghai-Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH
C. Peitz, Y. Feng, B.M. Gilroy, N. Stöckmann, Asian Economic and Financial Review 10 (2020) 427–438.
LibreCat
C. Peitz, Y. Feng, B.M. Gilroy, N. Stöckmann, Asian Economic and Financial Review 10 (2020) 427–438.
2018 | Conference Paper | LibreCat-ID: 4665
Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model
B. Schäfer, Y. Feng, in: Book of Abstracts, 2018, p. 7.
LibreCat
B. Schäfer, Y. Feng, in: Book of Abstracts, 2018, p. 7.
2018 | Conference Paper | LibreCat-ID: 4667
The Non-Gaussian ESEMIFAR Model
Y. Feng, S. Letmathe, (2018) 7.
LibreCat
Y. Feng, S. Letmathe, (2018) 7.