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Number of items: 3.
Article
Schotman, Peter and Tschernig, Rolf and Budek, Jan (2008) Long Memory and the Term Structure of Risk. Journal of Financial Econometrics 6 (4), pp. 459-495.
Monograph
Schotman, Peter and Tschernig, Rolf and Budek, Jan (2008) Long Memory and the Term Structure of Risk. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 427, Working Paper.
Budek, Jan and Schotman, Peter and Tschernig, Rolf (2006) Long Memory and the Term Structure of Risk, working paper WP 06-009. Working Paper.