The multi-state latent factor intensity model for credit rating transitions
| Year of publication: |
2008
|
|---|---|
| Authors: | Koopman, Siem Jan ; Lucas, André ; Monteiro, André |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 142.2008, 1, p. 399-424
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