Dependence of structural breaks in rating transition dynamics on economic and market variations
Prof. Haipeng Xing, Dr. Ying Chen
| Year of publication: |
February 2018
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|---|---|
| Authors: | Xing, Haipeng ; Chen, Ying |
| Published in: |
Review of economics & finance. - Toronto : Better Advances Press, ISSN 1923-7529, ZDB-ID 2637191-1. - Vol. 11.2018, 1, p. 1-18
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| Subject: | Credit rating | Markov chain Monte Carlos | Stochastic approximation | Structural break | Variable selection | Strukturbruch | Markov-Kette | Markov chain | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Kreditwürdigkeit |
| 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://ebvufind01.dmz1.zbw.eu/10011869763