Co-jumping of treasury yield curve rates (Q6645253)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Co-jumping of treasury yield curve rates |
scientific article; zbMATH DE number 7950956
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Co-jumping of treasury yield curve rates |
scientific article; zbMATH DE number 7950956 |
Statements
Co-jumping of treasury yield curve rates (English)
0 references
28 November 2024
0 references
co-jumps
0 references
yield curve
0 references
wavelets
0 references
high frequency data
0 references