Evidence of non-Markovian behavior in the process of bank rating migrations
Year of publication: |
2009
|
---|---|
Authors: | Gómez-González, José E. ; Kiefer, Nicholas Maximilian |
Published in: |
Cuadernos de economía. - Santiago, ISSN 0716-0046, ZDB-ID 860719-9. - Vol. 46.2009, p. 33-50
|
Subject: | Finanzsektor | Financial sector | Bankrisiko | Bank risk | Bewertung | Evaluation | Markov-Kette | Markov chain | Kolumbien | Colombia |
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