Title of article :
Maximum likelihood estimation of deposit insurance value with interest rate risk
Author/Authors :
Jin-Chuan Duan، نويسنده , , Jean-Guy Simonato، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2002
Pages :
24
From page :
109
To page :
132
Keywords :
Deposit insurance , Ronn–Verma method , maximum likelihood , Interest rate risk , MonteCarlo simulation
Journal title :
Journal of Empirical Finance
Serial Year :
2002
Journal title :
Journal of Empirical Finance
Record number :
130708
Link To Document :
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