Consistent High-Frequency Calibration
| Year of publication: |
2003-08-01
|
|---|---|
| Authors: | Huang, Kevin X.D. ; Aadland, David |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | high frequency | calibration | transformation rule | consistency | temporal aggregation |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 172 |
| Classification: | C63 - Computational Techniques ; E27 - Forecasting and Simulation |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005345705