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4 Publications
2026 | Working Paper | LibreCat-ID: 66449 | 
D. C. Hanke, A. Uhde, and Y. Feng, Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III. 2026.
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2026 | Working Paper | LibreCat-ID: 66447 |
D. C. Hanke, Y. Feng, and A. Uhde, Comparing the behaviors of some original short and long memory exponential volatility models. 2026.
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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.
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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.
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