Structural model of credit migration
type: Item
instance of: scholarly article
title: Structural model of credit migration
zbMATH Open document ID: 1254.91741
author: Ngai Hang Chan
author: Hoi Ying Wong
author: Jing Zhao
published in: Computational Statistics and Data Analysis
publication date: 2012-12-30T00:00:00Z
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 6119765
zbMATH Keywords: credit migration
zbMATH Keywords: credit risk
zbMATH Keywords: excursion time
zbMATH Keywords: risk perception
zbMATH Keywords: structural model
zbMATH Keywords: transition probabilities
describes a project that uses: bootstrap
MaRDI profile type: Publication
full work available at URL: j.csda.2010.10.015
OpenAlex ID: W2004725721
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DOI: 10.1016/J.CSDA.2010.10.015
description: scientific article; zbMATH DE number 6119765