Bayesian analysis of structural credit risk models with microstructure noises (Q609830)
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scientific article; zbMATH DE number 5822399
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian analysis of structural credit risk models with microstructure noises |
scientific article; zbMATH DE number 5822399 |
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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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0.89089227
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0.8800458
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0.8679181
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0.8628089
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0.86165595
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0.8593391
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