Pavel Fiser

Charles University in Prague, Faculty of Social Sciences, Institute of Economic Studies, Students

Masters Student

Opletalova 26

Praha 1

Czech Republic

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Scholarly Papers (1)

1.

Co-jumping of Treasury Yield Curve Rates

Number of pages: 37 Posted: 10 Jun 2019
Jozef Baruník and Pavel Fiser
Charles University in Prague - Department of Economics and Charles University in Prague, Faculty of Social Sciences, Institute of Economic Studies, Students
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Citation 2

Abstract:

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Co-jumps, Yield curve, Wavelets, High frequency data