Jin-Chuan Duan Fülöp András
Estimating the structural credit risk model when equity prices are contaminated by trading noises
"We implement the particle filter-based MLE method on two samples. The first sample consists of the Dow Jones 30 companies on the belief that they are less susceptible to trading noises. We also conduct analysis on a sample of 100 randomly selected U.S. listed firms to represent the general population of the U.S. corporate sector."
2007-09-03
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PDF URL: https://mek.oszk.hu/05100/05160 URN: http://nbn.urn.hu/N2L?urn:nbn:hu-7701Látogatások: 6 022