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3 Publications
2026 | Working Paper | LibreCat-ID: 66449 | 
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.
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2022 | Journal Article | LibreCat-ID: 35992
S. Letmathe, Y. Feng, and A. Uhde, “Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall,” Journal of Risk, vol. 25, no. 2.
LibreCat
2022 | Journal Article | LibreCat-ID: 29317
S. Letmathe, Y. Feng, and A. Uhde, “Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall,” Journal of Risk, doi: 10.21314/JOR.2022.044.
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