Pages that link to "Item:Q4596247"
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The following pages link to Modeling of Dependent Credit Rating Transitions Governed by Industry-Specific Markovian Matrices (Q4596247):
Displaying 8 items.
- Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025) (← links)
- Bank-sourced credit transition matrices: estimation and characteristics (Q2028787) (← links)
- Modelling tail credit risk using transition matrices (Q2227413) (← links)
- Random effects model for credit rating transitions (Q2384624) (← links)
- (Q3374073) (← links)
- (Q3607221) (← links)
- A simple Markov chain structure for the evolution of credit ratings (Q3607869) (← links)
- Identification of hidden Markov chains governing dependent credit-rating migrations (Q5860766) (← links)