Brunner, A. D., & Simon, D. P. (1995). Excess returns and risk at the long end of the treasury market: An EGARCH-M approach. Board of Governors of the Federal Reserve System.
Chicago Style (17th ed.) CitationBrunner, Allan D., and David P. Simon. Excess Returns and Risk at the Long End of the Treasury Market: An EGARCH-M Approach. Washington, DC: Board of Governors of the Federal Reserve System, 1995.
MLA (9th ed.) CitationBrunner, Allan D., and David P. Simon. Excess Returns and Risk at the Long End of the Treasury Market: An EGARCH-M Approach. Board of Governors of the Federal Reserve System, 1995.
Warning: These citations may not always be 100% accurate.