Pages that link to "Item:Q431910"
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The following pages link to A flexible Markov chain approach for multivariate credit ratings (Q431910):
Displaying 10 items.
- A coupled Markov chain approach to credit risk modeling (Q433652) (← links)
- A dependent hidden Markov model of credit quality (Q448329) (← links)
- Estimation and inference in multivariate Markov chains (Q894870) (← links)
- Multivariate ordinal regression models: an analysis of corporate credit ratings (Q2305032) (← links)
- A simple Markov chain structure for the evolution of credit ratings (Q3607869) (← links)
- Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices (Q4596247) (← links)
- Estimation of Loan Portfolio Risk on the Basis of Markov Chain Model (Q4927279) (← links)
- A multivariate Markov chain stock model (Q5117673) (← links)
- Smoothed Parameter Estimation for a Hidden Markov Model of Credit Quality (Q5424404) (← links)
- Identification of hidden Markov chains governing dependent credit-rating migrations (Q5860766) (← links)