Bayesian analysis of structural credit risk models with microstructure noises (Q609830)

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Bayesian analysis of structural credit risk models with microstructure noises
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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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