Bayesian analysis of structural credit risk models with microstructure noises (Q609830)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of structural credit risk models with microstructure noises |
scientific article |
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Bayesian analysis of structural credit risk models with microstructure noises (English)
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1 December 2010
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MCMC
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credit risk
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microstructure noise
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structural models
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deviance information criterion
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