The multi-state latent factor intensity model for credit rating transitions
Siem Jan Koopman; André Lucas; André Monteiro
| Year of publication: |
2008
|
|---|---|
| Authors: | Koopman, Siem Jan ; Lucas, André ; Monteiro, André Antonio |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 142.2008, 1, p. 399-424
|
| Subject: | Kreditwürdigkeit | Credit rating | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Theorie | Theory |
| Extent: | Graph. Darst. |
|---|---|
| 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/10003608208