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4 Publications
2026 | Working Paper | LibreCat-ID: 66449 | 
Hanke, D. C., Uhde, A., & Feng, Y. (2026). Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III.
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2026 | Working Paper | LibreCat-ID: 66447 |
Hanke, D. C., Feng, Y., & Uhde, A. (2026). Comparing the behaviors of some original short and long memory exponential volatility models.
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2022 | Journal Article | LibreCat-ID: 35992
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, 25(2).
LibreCat
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
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