Generator estimation for transition matrices with applications to credit ratings
Sohaan Shah, Varun Chotia and N.V. Muralidhar Rao
| Year of publication: |
February 2017
|
|---|---|
| Authors: | Shah, Sohaan ; Chotia, Varun ; Rao, N. V. Muralidhar |
| Published in: |
The IUP journal of applied finance : IJAF. - Hyderabad : Icfai University Press, ISSN 0972-5105, ZDB-ID 2521131-6. - Vol. 23.2017, 1, p. 26-43
|
| Subject: | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Schätztheorie | Estimation 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/10011635758