Connecting rating migration matrices and the business cycle by means of generalized regression models
Marius Pfeuffer, Matthias Fischer
| Year of publication: |
2017
|
|---|---|
| Authors: | Pfeuffer, Marius ; Fischer, Matthias |
| Published in: |
Essays on the measurement of credit risk. - Erlangen. - 2017, p. 75-90
|
| Subject: | Kreditwürdigkeit | Credit rating | Lineare Algebra | Linear algebra | Stresstest | Stress test | Regressionsanalyse | Regression analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011901177