Pages that link to "Item:Q6101027"
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The following pages link to Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty (Q6101027):
Displaying 5 items.
- Modelling credit grade migration in large portfolios using cumulative \(t\)-link transition models (Q323448) (← links)
- Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025) (← links)
- Multivariate ordinal regression models: an analysis of corporate credit ratings (Q2305032) (← links)
- Random effects model for credit rating transitions (Q2384624) (← links)
- Predicting forward default probabilities of firms: a discrete-time forward hazard model with firm-specific frailty (Q6592291) (← links)