A comparative study of firm value models : default risk of corporate bonds
Year of publication: |
2023
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Authors: | Kim, Sung Ik |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 56.2023, p. 1-10
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Subject: | Firm value models | Hidden-Markov chain process | Merton firm value model | Normal tempered stable (NTS) process | NTS firm value model | Regime switching process | Unternehmenswert | Firm value | Unternehmensanleihe | Corporate bond | Theorie | Theory | Börsenkurs | Share price | Unternehmensbewertung | Firm valuation | Schätzung | Estimation |
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