On a Statistical Analysis of Implied Data
| Year of publication: |
2011
|
|---|---|
| Authors: | Takahashi, Hajime |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 18.2011, 3, p. 231-266
|
| Publisher: |
Springer |
| Subject: | Implied default probability | Statistical model | Parametric model | Pseudo maximum likelihood estimator | Consistency | Asymptotic normality | Bootstrap | Delta method |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009327798