Credit rating dynamics in the presence of unknown structural breaks
Year of publication: |
2012
|
---|---|
Authors: | Xing, Haipeng ; Sun, Ning ; Chen, Ying |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 36.2012, 1, p. 78-89
|
Publisher: |
Elsevier |
Subject: | Credit risk | Hidden Markov model | Stochastic structural break |
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