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2 Publications
2022 | Journal Article | LibreCat-ID: 35992
Letmathe, Sebastian, et al. “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
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