Consistent high-frequency calibration (Q953716): Difference between revisions

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+https://doi.org/10.1016/j.jedc.2003.10.005
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+W3022777309
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@@ Property / cites work @@
+Seminonparametric Estimation of Conditionally Constrained Heterogeneous Processes: Asset Pricing Applications
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+Measurement of Linear Dependence and Feedback Between Multiple Time Series
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+An Empirical Investigation of Asset Pricing with Temporally Dependent Preference Specifications
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+Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach
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+Optimal Growth with Intertemporally Dependent Preferences
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+Note on the Correlation of First Differences of Averages in a Random Chain
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