Consistent high-frequency calibration

David Aadland () and Kevin X. D. Huang

Journal of Economic Dynamics and Control, 2004, vol. 28, issue 11, pages 2277-2295

Date: 2004
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Related works:
Working Paper: Consistent High-Frequency Calibration (2003)
Working Paper: Consistent High-Frequency Calibration (2003)
Working Paper: Consistent High-Frequency Calibration (2002)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:dyncon:v:28:y:2004:i:11:p:2277-2295

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