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2 Publications
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.
LibreCat
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