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

Check Google Scholar |

More access options

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011901177

A service of the