Analysis of credit event impact with self-exciting intensity model (Q2843177)
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scientific article; zbMATH DE number 6197351
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of credit event impact with self-exciting intensity model |
scientific article; zbMATH DE number 6197351 |
Statements
Analysis of credit event impact with self-exciting intensity model (English)
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9 August 2013
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credit rating
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rating migration
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self-exciting intensity
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0.89195466
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0.88372684
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0.8574983
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0.85482126
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0.85383576
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0.8354677
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0.8306777
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0.82896554
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0.82656217
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