Title of article
Analyzing rating transitions and rating drift with continuous observations
Author/Authors
David Lando، نويسنده , , Torben M. Sk?deberg، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
22
From page
423
To page
444
Keywords
Rating transitions , Rating drift , Estimation , Markov chains
Journal title
Journal of Banking and Finance
Serial Year
2002
Journal title
Journal of Banking and Finance
Record number
193348
Link To Document