A flexible markov chain approach for multivariate credit ratings
Year of publication: |
2012
|
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Authors: | Fung, Eric S. ; Siu, Tak Kuen |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 39.2012, 2, p. 135-143
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Subject: | Markov-Kette | Markov chain | Kreditwürdigkeit | Credit rating | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Kreditrisiko | Credit risk |
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