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Fractionally integrated Log-GARCH with application to value at risk and expected shortfall
Feng, Yuanhua
;
Beran, Jan
;
Letmathe, Sebastian
;
Ghosh, …
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2020
Persistent link: https://www.econbiz.de/10012508904
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An extended exponential SEMIFAR model with application in R
Letmathe, Sebastian
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Beran, Jan
;
Feng, Yuanhua
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2021
Persistent link: https://www.econbiz.de/10012628648
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