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60 Publications
2022 | Journal Article | LibreCat-ID: 35992
Letmathe, S., Feng, Y., & Uhde, A. (n.d.). Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. Journal of Risk, 25(2).
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2022 | Journal Article | LibreCat-ID: 29317
Letmathe, S., Feng, Y., & Uhde, A. (n.d.). Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. Journal of Risk. https://doi.org/10.21314/JOR.2022.044
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| DOI
2020 | Journal Article | LibreCat-ID: 16873
Peitz, C., Feng, Y., Gilroy, B. M., & Stöckmann, N. (2020). The Shanghai-Hong Kong Stock Connect: An Application of the Semi-CGARCH and Semi-EGARCH. Asian Economic and Financial Review, 10(4), 427–438.
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2018 | Conference Paper | LibreCat-ID: 4665
Schäfer, B., & Feng, Y. (2018). Further Development of the Double Conditional Smoothing for Nonparametric Surfaces Under a Lattice Spatial Model. In Book of Abstracts (p. 7). Paderborn, Germany.
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2018 | Conference Paper | LibreCat-ID: 4667
Feng, Y., & Letmathe, S. (2018). The Non-Gaussian ESEMIFAR Model. Presented at the European Conference on Data Analysis, Paderborn, Germany.
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