Long memory and the term structure of risk

J. Budek, P.C. Schotman, R.J.V. Tschernig

Research output: Working paperProfessional

170 Downloads (Pure)
Original languageEnglish
PublisherNetspar
Number of pages29
Publication statusPublished - 1 Jan 2006

Publication series

SeriesNetspar Discussion Paper
Number02

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