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Theory and Methods - Estimation in the Mixture of Markov Chains Moving With Different Speeds
Frydman, Halina - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 1046-1053
Persistent link: https://www.econbiz.de/10006606289
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Asymptotic Inference for the Parameters of a Discrete-Time Square-Root Process
Frydman, Halina - In: Mathematical finance : an international journal of … 4 (1994) 2, pp. 169-182
Persistent link: https://www.econbiz.de/10008223926
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Cost Inefficiency, Size of Firms and Takeovers
Trimbath, Susanne; Frydman, Halina; Frydman, Roman - In: Review of quantitative finance and accounting 17 (2001) 4, pp. 397
Persistent link: https://www.econbiz.de/10007170325
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Credit rating dynamics and Markov mixture models
Frydman, Halina; Schuermann, Til - In: Journal of banking & finance 32 (2008) 6, pp. 1062-1075
Persistent link: https://www.econbiz.de/10008052220
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Credit rating dynamics and Markov mixture models
Frydman, Halina; Schuermann, Til - In: Journal of banking & finance 32 (2008) 6, pp. 1062-1076
Persistent link: https://www.econbiz.de/10008883926
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Modeling the effect of macroeconomic factors on corporate default and credit rating transitions
Figlewski, Stephen; Frydman, Halina; Liang, Weijian - In: International review of economics & finance : IREF 21 (2012) 1, pp. 87-106
Persistent link: https://www.econbiz.de/10009816935