Andras Fulop

Assistant Professor of Finance ESSEC Business School Avenue Bernard Hirsch B.P. 50105 95021 Cergy-Pontoise Cedex FRANCE Tel: (+33)134433647 Fax: (+33)134433212 fulop@essec.fr

CV

Publications

Estimating the Structural Credit Risk Model When

Equity Prices Are Contaminated by Trading Noises

July 2007 With Jin-Chuan Duan

Forthcoming in Journal of Econometrics

Working Papers

How Frequently Does the Stock Price Jump? -- An Analysis of High-Frequency Data with Microstructure Noises

February 2007. With Jin-Chuan Duan

A Stable Estimator for the Information Matrix under EM

March 2007. With Jin-Chuan Duan

Feedback Effects of Rating Downgrades

July 2007