Long memory and the term structure of risk
Year of publication: |
2008
|
---|---|
Authors: | Schotman, Peter C. ; Tschernig, Rolf ; Budek, Jan |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 6.2008, 4, p. 459-495
|
Subject: | Portfolio-Management | Portfolio selection | Dauer | Duration | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory |
-
Long memory and the term structure of risk
Schotman, Peter C., (2008)
-
Equity Duration and Predictability
Golez, Benjamin, (2020)
-
When carry goes bad : the magnitude, causes, and duration of currency carry unwinds
Melvin, Michael, (2016)
- More ...
-
Long Memory and the Term Structure of Risk
Schotman, Peter C., (2008)
-
Long memory and the term structure of risk
Schotman, Peter C., (2008)
-
Long Memory and the Term Structure of Risk
Schotman, Peter C., (2010)
- More ...