• 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