Robert Stamicar

RiskMetrics Group

44 Wall Street

New York, NY 10005

United States

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Better Ingredients

Journal of Credit Risk, Vol. 1, No. 3, Summer 2005
Posted: 14 Nov 2005
Christopher C. Finger and Robert Stamicar
RiskMetrics Group - MSCI and RiskMetrics Group

Abstract:

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Hull, Nelken and White (2005), Merton Model, historical equity volatility, leverage