Zobrazeno 1 - 1
of 1
pro vyhledávání: '"poiss on jumps"'
Publikováno v:
BBR: Brazilian Business Review, Vol 12, Iss 1, Pp 80-103 (2015)
In order to capture the informational effect of the Brazilian short-term interest rate (SELIC rate) by Poisson jumps, we build on the tests condu cted by Das (2002) and Johannes (2004), which show the significance of such structures for U.S. Federal
Externí odkaz:
https://doaj.org/article/1aad586942c647ea9288e899fea03512
