Non-parametric analysis of rating transition and default data
Peter Fledelius, David Lando and Jens Perch Nielsen
| Year of publication: |
2006
|
|---|---|
| Authors: | Fledelius, Peter ; Lando, David ; Nielsen, Jens Perch |
| Published in: |
The credit market handbook : advanced modeling issues. - Hoboken, NJ : Wiley, ISBN 0-471-77862-1. - 2006, p. 77-100
|
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Insolvenz | Insolvency | Schätzung | Estimation | Theorie | Theory | Systemtransformation | Economic transition |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003338093