A new approach to detecting change in credit quality
Rusudan Kevkhishvili
| Year of publication: |
2022
|
|---|---|
| Authors: | Kevkhishvili, Rusudan |
| Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 24.2022, 5, p. 51-73
|
| Subject: | credit quality | credit risk | detection | Ornstein-Uhlenbeck | mean reversion | long-termmean | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Theorie | Theory | Mean Reversion | Mean reversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JOR.2022.032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014546350