On a Statistical Analysis of Implied Data

Hajime Takahashi ()

Asia-Pacific Financial Markets, 2011, vol. 18, issue 3, 266 pages

Keywords: Implied default probability; Statistical model; Parametric model; Pseudo maximum likelihood estimator; Consistency; Asymptotic normality; Bootstrap; Delta method (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s10690-010-9124-2

Asia-Pacific Financial Markets is currently edited by Jiro Akahori

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