Estimating the structural credit risk model when equity prices are contaminated by trading noises
10.1016/j.jeconom.2008.12.003
Saved in:
Main Authors: | Duan, J.-C., Fulop, A. |
---|---|
Other Authors: | FINANCE |
Format: | Article |
Published: |
2013
|
Subjects: | |
Online Access: | http://scholarbank.nus.edu.sg/handle/10635/44423 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | National University of Singapore |
Similar Items
-
A stable estimator of the information matrix under EM for dependent data
by: Duan, J.-C., et al.
Published: (2013) -
Simulation-Based Estimation Methods for Financial Time Series Models
by: YU, Jun
Published: (2010) -
Simulation-based Estimation Methods for Financial Time Series Models
by: YU, Jun
Published: (2010) -
SEQUENTIAL MONTE CARLO FOR BAYESIAN INFERENCE AND DATA ASSIMILATION
by: DEBORSHEE SEN
Published: (2018) -
Covariance Matrix Estimation with High Frequency Financial Data
by: LIU CHENG
Published: (2013)