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Publications by Schotman, Peter

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Jump to: 2008 | 2006
Number of items: 3.

2008

Schotman, Peter, Tschernig, Rolf and Budek, Jan (2008) Long Memory and the Term Structure of Risk. Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft 427, Working Paper.

Schotman, Peter, Tschernig, Rolf and Budek, Jan (2008) Long Memory and the Term Structure of Risk. Journal of Financial Econometrics 6 (4), pp. 459-495.

2006

Budek, Jan, Schotman, Peter and Tschernig, Rolf (2006) Long Memory and the Term Structure of Risk, working paper WP 06-009. Working Paper.

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