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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| التنسيق: | مقال |
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2013
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| الوصول للمادة أونلاين: | http://scholarbank.nus.edu.sg/handle/10635/44423 |
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| المؤسسة: | National University of Singapore |
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sg-nus-scholar.10635-44423 |
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sg-nus-scholar.10635-444232024-11-11T22:59:54Z 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_ |
1821182802919424000 |