Modeling rating transitions with instantaneous default
Year of publication: |
August 2016
|
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Authors: | Weißbach, Rafael ; Strohecker, Fynn |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 145.2016, p. 38-40
|
Subject: | Rating | Markov process | Maximum-likelihood | Asymptotic normality | Theorie | Theory | Markov-Kette | Markov chain | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating |
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