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2 Publications
2026 | Working Paper | LibreCat-ID: 66449 | 
Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III
D.C. Hanke, A. Uhde, Y. Feng, Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III, 2026.
LibreCat
| Files available
D.C. Hanke, A. Uhde, Y. Feng, Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III, 2026.
2022 | Journal Article | LibreCat-ID: 29317
Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall
S. Letmathe, Y. Feng, A. Uhde, Journal of Risk (n.d.).
LibreCat
| DOI
S. Letmathe, Y. Feng, A. Uhde, Journal of Risk (n.d.).