Market based credit rating and its applications
R.S. Tsay and H. Zhu
| Year of publication: |
[2017]
|
|---|---|
| Authors: | Tsay, Ruey S. ; Zhu, H. |
| Published in: |
Applied quantitative finance. - Berlin, Germany : Springer, ISBN 3-662-54485-7. - 2017, p. 113-128
|
| Subject: | Kreditwürdigkeit | Credit rating | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model | Theorie | Theory | Kreditderivat | Credit derivative | Schätzung | Estimation | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-3-662-54486-0_7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011794956