Estimating the structural credit risk model when equity prices are contaminated by trading noises
Jin-Chuan Duan; Andras Fulop
| Year of publication: |
2009
|
|---|---|
| Authors: | Duan, Jin-Chuan ; Fulop, Andras |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 150.2009, 2, p. 288-296
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| Subject: | Kreditrisiko | Credit risk | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Mikrosimulation | Microsimulation | Theorie | Theory | Schätzung | Estimation | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003858905