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Journal articles (2009), Journal of Econometrics, 150 (2), pp. 288-296

Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises

DUAN J.-C., FULOP Andras

DUAN, J.C. and FULOP, A. (2009). Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises. Journal of Econometrics, 150(2), pp. 288-296.