author = { Huseynov, Salman },

title = { Long and short memory in dynamic term structure models },

edition = { This version: 3 December 2021 } ,

publisher = {Department of Economics and Business Economics, Aarhus University},

keywords = { Dynamic term structure models , Long memory , Affine model , Shadow ratemodel , Graue Literatur },

year = {[2021]},

booktitle = {CREATES research paper ; 2021, 15},

address = { Aarhus, Denmark },

url = { http://slubdd.de/katalog?TN_libero_mab2 }