Estimating the structural credit risk model when equity prices are contaminated by trading noises

10.1016/j.jeconom.2008.12.003

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Bibliographic Details
Main Authors:	Duan, J.-C., Fulop, A.
Other Authors:	FINANCE
Format:	Article
Published:	2013
Subjects:	Credit risk Maximum likelihood Microstructure Option pricing Particle filtering
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/44423
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Institution:	National University of Singapore

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spelling	sg-nus-scholar.10635-444232024-04-04T00:33:15Z Estimating the structural credit risk model when equity prices are contaminated by trading noises Duan, J.-C. Fulop, A. FINANCE Credit risk Maximum likelihood Microstructure Option pricing Particle filtering 10.1016/j.jeconom.2008.12.003 Journal of Econometrics 150 2 288-296 JECMB 2013-10-09T08:06:03Z 2013-10-09T08:06:03Z 2009 Article Duan, J.-C., Fulop, A. (2009). Estimating the structural credit risk model when equity prices are contaminated by trading noises. Journal of Econometrics 150 (2) : 288-296. ScholarBank@NUS Repository. https://doi.org/10.1016/j.jeconom.2008.12.003 03044076 http://scholarbank.nus.edu.sg/handle/10635/44423 000267109800014 Scopus
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
topic	Credit risk Maximum likelihood Microstructure Option pricing Particle filtering
spellingShingle	Credit risk Maximum likelihood Microstructure Option pricing Particle filtering Duan, J.-C. Fulop, A. Estimating the structural credit risk model when equity prices are contaminated by trading noises
description	10.1016/j.jeconom.2008.12.003
author2	FINANCE
author_facet	FINANCE Duan, J.-C. Fulop, A.
format	Article
author	Duan, J.-C. Fulop, A.
author_sort	Duan, J.-C.
title	Estimating the structural credit risk model when equity prices are contaminated by trading noises
title_short	Estimating the structural credit risk model when equity prices are contaminated by trading noises
title_full	Estimating the structural credit risk model when equity prices are contaminated by trading noises
title_fullStr	Estimating the structural credit risk model when equity prices are contaminated by trading noises
title_full_unstemmed	Estimating the structural credit risk model when equity prices are contaminated by trading noises
title_sort	estimating the structural credit risk model when equity prices are contaminated by trading noises
publishDate	2013
url	http://scholarbank.nus.edu.sg/handle/10635/44423
_version_	1795373765771657216

Estimating the structural credit risk model when equity prices are contaminated by trading noises

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