Original title: Společné skoky výnosové křivky
Translated title: Co-jumping of yield curve
Authors: Fišer, Pavel ; Baruník, Jozef (advisor) ; Vácha, Lukáš (referee)
Document type: Master’s theses
Year: 2018
Language: eng
Abstract: [eng] [cze]

Keywords: Co-jumps; High frequency; US Treasury market; Wavelets; Yield curve; Americký trh s dluhopisy; Simultánní skoky; Vysokofrekvenční data; Výnosová křivka; Wavelety

Institution: Charles University Faculties (theses) (web)
Document availability information: Available in the Charles University Digital Repository.
Original record: http://hdl.handle.net/20.500.11956/99522

Permalink: http://www.nusl.cz/ntk/nusl-384597


The record appears in these collections:
Universities and colleges > Public universities > Charles University > Charles University Faculties (theses)
Academic theses (ETDs) > Master’s theses
 Record created 2018-07-30, last modified 2018-07-30


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