Estimating Future Transition Probabilities when the Value of Side Information Decays, with Applications to Credit Modeling
Year of publication: |
2012
|
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Authors: | Friedman, Craig A. |
Other Persons: | Huang, Jinggang (contributor) ; Zhang, Yangyong (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Risk Volume 14/Number 1, Fall 2011 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 17, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1576673 [DOI] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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