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2 Publications
2022 | Journal Article | LibreCat-ID: 35992
Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall
S. Letmathe, Y. Feng, A. Uhde, Journal of Risk 25 (n.d.).
LibreCat
S. Letmathe, Y. Feng, A. Uhde, Journal of Risk 25 (n.d.).
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.).