Title of article
Migration correlation: Definition and efficient estimation
Author/Authors
P. Gagliardini، نويسنده , , C. Gourieroux، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
30
From page
865
To page
894
Keywords
credit risk , migration , Migration correlation , rating , Stochastic transition
Journal title
Journal of Banking and Finance
Serial Year
2005
Journal title
Journal of Banking and Finance
Record number
193715
Link To Document