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Publications

Latest Publications

Application of Novel Exponential (Semi-)Parametric Short and Long Memory GARCH Models under Regulatory Requirements of Basel III

D.C. Hanke, A. Uhde, Y. Feng, Application of Novel Exponential (Semi-)Parametric Short and Long  Memory GARCH Models under Regulatory Requirements of Basel III, 2026.


Comparing the behaviors of some original short and long memory exponential volatility models

D.C. Hanke, Y. Feng, A. Uhde, Comparing the Behaviors of Some Original Short  and Long Memory Exponential Volatility Models, 2026.


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