Co-jumping of treasury yield curve rates
Jozef Baruník und Pavel Fišer
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2022-0091 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014632034