Pages that link to "Item:Q1670151"
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The following pages link to Modeling rating transitions with instantaneous default (Q1670151):
Displaying 7 items.
- The multi-state latent factor intensity model for credit rating transitions (Q290969) (← links)
- A score-test on measurement errors in rating transition times (Q469565) (← links)
- Modeling rating transitions (Q743774) (← links)
- Checking default correlation and score correlation in a breakpoint model for rating classification (Q1650545) (← links)
- The informational content of credit ratings, and cyclical patterns of default rates (Q1854660) (← links)
- Random effects model for credit rating transitions (Q2384624) (← links)
- A likelihood ratio test for stationarity of rating transitions (Q2630206) (← links)