A Flexible Markov Chain Approach for Multivariate Credit Ratings
| Year of publication: |
2012
|
|---|---|
| Authors: | Fung, Eric S. ; Siu, Tak Kuen |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 39.2012, 2, p. 135-144
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