Estimating the structural credit risk model when equity prices are contaminated by trading noises
From MaRDI portal
Publication:302203
DOI10.1016/j.jeconom.2008.12.003zbMath1429.62466MaRDI QIDQ302203
Publication date: 4 July 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.12.003
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G40: Credit risk
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