Long memory and the term structure of risk

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

Research output: Working paperProfessional

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Original languageEnglish
PublisherNetspar
Number of pages29
Publication statusPublished - 1 Jan 2006

Publication series

SeriesNetspar Discussion Paper
Number02

Research Output

Long memory and the term structure of risk

Schotman, P. C., Tschernig, R. J. V. & Budek, J., 1 Jan 2008, In : Journal of Financial Econometrics. 6, 4, p. 459-495 37 p.

Research output: Contribution to journalArticleAcademicpeer-review

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