%0 Journal Article %1 Wu2007b %A Wu, Ping-Tsung %A Shieh, Shwu-Jane %D 2007 %J Journal of Empirical Finance %K Long memory %N 2 %P 248--259 %T Value-at-Risk analysis for long-term interest rate futures: Fat-tail and long memory in return innovations %U http://www.sciencedirect.com/science/article/B6VFG-4KR3J7V-3/1/ba4ad2601d084925d79f3d9fb1dba27d %V 14

@article{Wu2007b, added-at = {2008-04-23T22:05:04.000+0200}, author = {Wu, Ping-Tsung and Shieh, Shwu-Jane}, biburl = {https://www.bibsonomy.org/bibtex/254f6f8ae2a56429f37988b4b36de6d22/smicha}, interhash = {54ff9dff05e425a52009e56f3204d14d}, intrahash = {54f6f8ae2a56429f37988b4b36de6d22}, journal = {Journal of Empirical Finance}, keywords = {Long memory}, month = Mar, number = 2, pages = {248--259}, timestamp = {2008-04-23T22:24:32.000+0200}, title = {Value-at-Risk analysis for long-term interest rate futures: Fat-tail and long memory in return innovations}, url = {http://www.sciencedirect.com/science/article/B6VFG-4KR3J7V-3/1/ba4ad2601d084925d79f3d9fb1dba27d}, volume = 14, year = 2007 }