Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model
| Year of publication: |
2012
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|---|---|
| Authors: | Mizen, Paul ; Tsoukas, Serafeim |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 28.2012, 1, p. 273-288
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