Bayesian inference for issuer heterogeneity in credit ratings migration
Ashay Kadam; Peter Lenk
| Year of publication: |
2008
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|---|---|
| Authors: | Kadam, Ashay ; Lenk, Peter J. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 10, p. 2267-2274
|
| Subject: | Kreditrisiko | Credit risk | Risikokapital | Venture capital | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Kreditwürdigkeit | Credit rating | Theorie | Theory |
| 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://www.econbiz.de/10003778726