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, S., Feng, Y., & Uhde, A. (n.d.). Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. Journal of Risk. https://doi.org/10.21314/JOR.2022.044
LibreCat
| DOI