Co-jumping of treasury yield curve rates
Year of publication: |
2024
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Authors: | Baruník, Jozef ; Fišer, Pavel |
Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 28.2024, 3, p. 481-506
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Subject: | co-jumps | high frequency data | wavelets | yield curve | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Öffentliche Anleihe | Public bond | Staatspapier | Government securities | Zustandsraummodell | State space model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Rendite | Yield |
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