Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty (Q6101027)
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scientific article; zbMATH DE number 7698366
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty |
scientific article; zbMATH DE number 7698366 |
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Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty (English)
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20 June 2023
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cumulative link model
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expanding rolling window approach
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firm-specific frailty
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long-term issuer credit rating
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maximum marginal likelihood
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transition probability
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