Please note that LibreCat no longer supports Internet Explorer versions 8 or 9 (or earlier).
We recommend upgrading to the latest Internet Explorer, Google Chrome, or Firefox.
4 Publications
2026 | Working Paper | LibreCat-ID: 66449 | 
Hanke, Dominik Christian, André Uhde, and Yuanhua Feng. Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III, 2026.
LibreCat
| Files available
2026 | Working Paper | LibreCat-ID: 66447 |
Hanke, Dominik Christian, Yuanhua Feng, and André Uhde. Comparing the Behaviors of Some Original Short and Long Memory Exponential Volatility Models, 2026.
LibreCat
| Files available
2022 | Journal Article | LibreCat-ID: 35992
Letmathe, Sebastian, Yuanhua Feng, and André Uhde. “Semiparametric GARCH Models with Long Memory Applied to Value at Risk and Expected Shortfall.” Journal of Risk 25, no. 2 (n.d.).
LibreCat
2022 | Journal Article | LibreCat-ID: 29317
Letmathe, Sebastian, Yuanhua Feng, and André Uhde. “Semiparametric GARCH Models with Long Memory Applied to Value at Risk and Expected Shortfall.” Journal of Risk, n.d. https://doi.org/10.21314/JOR.2022.044.
LibreCat
| DOI