The multi-state latent factor intensity model for credit rating transitions
| Year of publication: |
2008
|
|---|---|
| Authors: | Koopman, Siem Jan ; Lucas, Andre ; Monteiro, Andre |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 142.2008, 1, p. 399-424
|
| Publisher: |
Elsevier |