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subject:"Exchange rate"
subject:"Germany"
~accessRights:"restricted"
~person:"Boudreault, Mathieu"
~subject:"Maximum-Likelihood-Schätzung"
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Exchange rate
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Maximum-Likelihood-Schätzung
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Boudreault, Mathieu
Lee, Lung-fei
12
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6
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5
Tran, Kien C.
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Bu, Ruijun
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Journal of economic dynamics & control
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Finance research letters
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ECONIS (ZBW)
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Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias
Amaya, Diego
;
Boudreault, Mathieu
;
McLeish, Don L.
- In:
Journal of economic dynamics & control
100
(
2019
),
pp. 297-313
Persistent link: https://www.econbiz.de/10012130974
Saved in:
2
Firm-specific credit risk estimation in the presence of regimes and noisy prices
Bégin, Jean-François
;
Boudreault, Mathieu
;
Gauthier, …
- In:
Finance research letters
23
(
2017
),
pp. 306-313
Persistent link: https://www.econbiz.de/10011808423
Saved in:
3
Estimation of correlations in portfolio credit risk models based on noisy security prices
Boudreault, Mathieu
;
Gauthier, Geneviève
;
Thomassin, Tommy
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 334-349
Persistent link: https://www.econbiz.de/10011589542
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