Essec\Faculty\Model\Contribution {#6196
  #_index: "academ_contributions"
  #_id: "1116"
  #_source: array:25 [
    "id" => "1116"
    "slug" => "estimating-the-structural-credit-risk-model-when-equity-prices-are-contaminated-by-trading-noises"
    "yearMonth" => "2009-01"
    "year" => "2009"
    "title" => "Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises"
    "description" => "DUAN, J.C. et FULOP, A. (2009). Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises. <i>Journal of Econometrics</i>, 150(2), pp. 288-296."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "FULOP Andras"
        "bid" => "B00072302"
        "slug" => "fulop-andras"
      ]
      1 => array:1 [
        "name" => "DUAN J.-C."
      ]
    ]
    "ouvrage" => ""
    "keywords" => []
    "updatedAt" => "2020-12-17 17:55:06"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "288-296"
      "volume" => "150"
      "number" => "2"
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => null
      "en" => null
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2023-12-11T08:22:11.000Z"
    "docTitle" => "Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises"
    "docSurtitle" => "Articles"
    "authorNames" => "<a href="/cv/fulop-andras">FULOP Andras</a>, DUAN J.-C."
    "docDescription" => "<span class="document-property-authors">FULOP Andras, DUAN J.-C.</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2009</span>"
    "keywordList" => ""
    "docPreview" => "<b>Estimating the Structural Credit Risk Model When Equity Prices Are Contaminated by Trading Noises</b><br><span>2009-01 | Articles </span>"
    "docType" => "research"
  ]
  +lang: "fr"
  +"_type": "_doc"
  +"_score": 8.404888
  +"parent": null
}