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 :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193655
بازگشت