Market based credit rating and its applications
Year of publication: |
[2017]
|
---|---|
Authors: | Tsay, Ruey S. ; Zhu, H. |
Published in: |
Applied quantitative finance. - Berlin, Germany : Springer, ISBN 3-662-54485-7. - 2017, p. 113-128
|
Subject: | Kreditwürdigkeit | Credit rating | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Theorie | Theory | Kreditderivat | Credit derivative | Schätzung | Estimation | USA | United States |
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