Long memory and the term structure of risk

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

Research output: Working paper / Preprint › Working paper

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2008

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

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