Firm's volatility risk under microstructure noise (Q4561900)
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scientific article; zbMATH DE number 6993355
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Firm's volatility risk under microstructure noise |
scientific article; zbMATH DE number 6993355 |
Statements
Firm’s Volatility Risk Under Microstructure Noise (English)
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13 December 2018
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default probability
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credit spread
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microstructure effect
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equity price
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trading noise
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0.7713964581489563
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0.7453360557556152
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0.734192967414856
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0.7229599356651306
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