A flexible markov chain approach for multivariate credit ratings
Eric S. Fung; Tak Kuen Siu
| Year of publication: |
2012
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|---|---|
| Authors: | Fung, Eric S. ; Siu, Tak Kuen |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 39.2012, 2, p. 135-143
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| Subject: | Markov-Kette | Markov chain | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Theorie | Theory | Multivariate Analyse | Multivariate analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009513179