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Generator estimation for transition matrices with applications to credit ratings
Shah, Sohaan
;
Chotia, Varun
;
Rao, N. V. Muralidhar
- In:
The IUP journal of applied finance : IJAF
23
(
2017
)
1
,
pp. 26-43
Persistent link: https://www.econbiz.de/10011635758
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