Please note that LibreCat no longer supports Internet Explorer versions 8 or 9 (or earlier).
We recommend upgrading to the latest Internet Explorer, Google Chrome, or Firefox.
1 Publication
2022 | Journal Article | LibreCat-ID: 29317
Letmathe, Sebastian, et al. “Semiparametric GARCH Models with Long Memory Applied to Value at Risk and Expected Shortfall.” Journal of Risk, doi:10.21314/JOR.2022.044.
LibreCat
| DOI