Title of article
Confidence sets for continuous-time rating transition probabilities
Author/Authors
Jens H.E. Christensen، نويسنده , , Ernst Hansen، نويسنده , , David Lando، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
28
From page
2575
To page
2602
Keywords
Rating transitions , Rating drift , Continuous-time Markov chains , Confidence sets , Defaultprobabilities
Journal title
Journal of Banking and Finance
Serial Year
2004
Journal title
Journal of Banking and Finance
Record number
193655
Link To Document