Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025): Difference between revisions
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Revision as of 19:35, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence |
scientific article |
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Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (English)
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4 April 2017
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hidden variable
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coupled Markov chain
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idiosyncratic component
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common component
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maximum likelihood
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correlation
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