TY - GEN
AU - Letmathe, Sebastian
AU - Feng, Yuanhua
AU - Uhde, André
TI - Semiparametric GARCH models with long memory applied to value at risk and expected shortfall
PB - Universität Paderborn, Center for International Economics
KW - Semiparametric
KW - long memory
KW - GARCH models
KW - forecasting
KW - Value at Risk
KW - Expected Shortfall
KW - traffic light test
KW - Basel Committee on Banking Supervision
KW - Graue Literatur
PY - April 2021
BT - Center for International Economics working paper series ; no. 2021, 03
CY - [Paderborn]
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
Download citation