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4 Publications
2026 | Working Paper | LibreCat-ID: 66449 | 
Hanke DC, Uhde A, Feng Y. 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 |
Hanke DC, Feng Y, Uhde A. Comparing the Behaviors of Some Original Short and Long Memory Exponential Volatility Models.; 2026.
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2022 | Journal Article | LibreCat-ID: 35992
Letmathe S, Feng Y, Uhde A. Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall. Journal of Risk. 25(2).
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2022 | Journal Article | LibreCat-ID: 29317
Letmathe S, Feng Y, Uhde A. 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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| DOI