Pages that link to "Item:Q5860766"
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The following pages link to Identification of hidden Markov chains governing dependent credit-rating migrations (Q5860766):
Displaying 9 items.
- A flexible Markov chain approach for multivariate credit ratings (Q431910) (← links)
- A dependent hidden Markov model of credit quality (Q448329) (← links)
- Exploring the dynamics of business survey data using Markov models (Q2010373) (← links)
- Bank-sourced credit transition matrices: estimation and characteristics (Q2028787) (← links)
- A simple Markov chain structure for the evolution of credit ratings (Q3607869) (← links)
- Testing the Adequacy of Markov Chain and Mover-Stayer Models as Representations of Credit Behavior (Q3693251) (← links)
- Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices (Q4596247) (← links)
- Smoothed Parameter Estimation for a Hidden Markov Model of Credit Quality (Q5424404) (← links)
- RATING TRANSITIONS FORECASTING: A FILTERING APPROACH (Q6095479) (← links)