Consistent High-Frequency Calibration

Kevin X.D. Huang and David Aadland ()

No 172, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: high frequency; calibration; transformation rule; consistency; temporal aggregation (search for similar items in EconPapers)
JEL-codes: C63 E27 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-dge
Date: Written
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Related works:
Working Paper: Consistent High-Frequency Calibration (2003)
Working Paper: Consistent High-Frequency Calibration (2002)
Journal Article: Consistent high-frequency calibration (2004)
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