Credit rating dynamics and Markov mixture models
| Year of publication: |
2008
|
|---|---|
| Authors: | Frydman, Halina ; Schuermann, Til |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 32.2008, 6, p. 1062-1076
|