Open AccessSpecification Analysis of Structural Credit Risk Models
Author(s) -
Jing-Zhi Huang,
Hao Zhou
Publication year - 2008
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2008.55
Subject(s) - econometrics , stochastic volatility , economics , leverage (statistics) , volatility (finance) , credit default swap , credit risk , credit derivative , equity (law) , financial economics , actuarial science , statistics , mathematics , political science , law