Random effects model for credit rating transitions
Yoonseong Kim; So Young Sohn
| Year of publication: |
2008
|
|---|---|
| Authors: | Kim, Yoonseong ; Sohn, So Young |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 184.2008, 2 (16.1.), p. 561-573
|
| Subject: | Kreditwürdigkeit | Credit rating | Theorie | Theory | Kreditrisiko | Credit risk | Markov-Kette | Markov chain |
| 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/10003768289