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4 Publications
2026 | Working Paper | LibreCat-ID: 66449 | 
@book{Hanke_Uhde_Feng_2026, title={Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III}, author={Hanke, Dominik Christian and Uhde, André and Feng, Yuanhua}, year={2026} }
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2026 | Working Paper | LibreCat-ID: 66447 |
@book{Hanke_Feng_Uhde_2026, title={Comparing the behaviors of some original short and long memory exponential volatility models}, author={Hanke, Dominik Christian and Feng, Yuanhua and Uhde, André}, year={2026} }
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2022 | Journal Article | LibreCat-ID: 35992
@article{Letmathe_Feng_Uhde, title={Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall}, volume={25}, number={2}, journal={Journal of Risk}, author={Letmathe, Sebastian and Feng, Yuanhua and Uhde, André} }
LibreCat
2022 | Journal Article | LibreCat-ID: 29317
@article{Letmathe_Feng_Uhde, title={Semiparametric GARCH models with long memory applied to Value at Risk and Expected Shortfall}, DOI={10.21314/JOR.2022.044}, journal={Journal of Risk}, author={Letmathe, Sebastian and Feng, Yuanhua and Uhde, André} }
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| DOI