Structural model of credit migration
Year of publication: |
2012
|
---|---|
Authors: | Chan, Ngai Hang ; Wong, Hoi Ying ; Zhao, Jing |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 56.2012, 11, p. 3477-3490
|
Publisher: |
Elsevier |
Subject: | Credit migration | Credit risk | Excursion time | Risk perception | Structural model | Transition probabilities |
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