A simulation estimator for testing the time homogeneity of credit rating transitions
| Year of publication: |
2007
|
|---|---|
| Authors: | Kiefer, Nicholas M. ; Larson, C. Erik |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 14.2007, 5, p. 818-835
|
| Publisher: |
Elsevier |