A hidden Markov model of credit quality
Year of publication: |
2008
|
---|---|
Authors: | Korolkiewicz, Małgorzata W. ; Elliott, Robert J. |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 32.2008, 12, p. 3807-3819
|
Subject: | Kreditwürdigkeit | Credit rating | Markov-Kette | Markov chain | Theorie | Theory |
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