Long memory and the term structure of risk

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

^*Corresponding author for this work

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2006

Long memory and the term structure of risk
Budek, J., Schotman, P. C. & Tschernig, R. J. V., 1 Jan 2006, Netspar, 29 p. (Netspar Discussion Paper; No. 02).
Research output: Working paper / Preprint › Working paper

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