Co-jumping of treasury yield curve rates

DOI10.1515/snde-2022-0091MaRDI QIDQ6645253

Jozef Barunik, Pavel Fišer

Publication date: 28 November 2024

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

zbMATH Keywords

waveletsyield curvehigh frequency dataco-jumps

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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