Long memory and the term structure of risk

Original language	English
Publisher	Netspar
Number of pages	29
Publication status	Published - 1 Jan 2006

Publication series

Series	Netspar Discussion Paper
Number	02

Access to Document

• https://www.netspar.nl/publicatie/long-memory-and-the-term-structure-of-risk/

Research output

Research output per year 2008 2008 2008

• 1 Article

Research output per year

Research output per year

• 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 journal › Article › Academic › peer-review

  Open Access

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Budek, J., Schotman, P. C., & Tschernig, R. J. V. (2006). Long memory and the term structure of risk. Netspar. Netspar Discussion Paper No. 02 https://www.netspar.nl/publicatie/long-memory-and-the-term-structure-of-risk/

Budek, J. ; Schotman, P.C. ; Tschernig, R.J.V. / Long memory and the term structure of risk. Netspar, 2006. (Netspar Discussion Paper; No. 02).

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Budek, J, Schotman, PC & Tschernig, RJV 2006 'Long memory and the term structure of risk' Netspar Discussion Paper, no. 02, Netspar. <https://www.netspar.nl/publicatie/long-memory-and-the-term-structure-of-risk/>

Long memory and the term structure of risk. / Budek, J.; Schotman, P.C.; Tschernig, R.J.V.
Netspar, 2006.

Research output: Working paper / Preprint › Working paper

TY - UNPB

T1 - Long memory and the term structure of risk

AU - Budek, J.

AU - Schotman, P.C.

AU - Tschernig, R.J.V.

PY - 2006/1/1

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M3 - Working paper

T3 - Netspar Discussion Paper

BT - Long memory and the term structure of risk

PB - Netspar

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Budek J, Schotman PC, Tschernig RJV. Long memory and the term structure of risk. Netspar. 2006 Jan 1.