Pages that link to "Item:Q290969"
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The following pages link to The multi-state latent factor intensity model for credit rating transitions (Q290969):
Displayed 21 items.
- A score-test on measurement errors in rating transition times (Q469565) (← links)
- Multiperiod corporate default prediction -- a forward intensity approach (Q528035) (← links)
- Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards (Q724162) (← links)
- Modeling frailty-correlated defaults using many macroeconomic covariates (Q737911) (← links)
- Case-cohort analysis of clusters of recurrent events (Q746520) (← links)
- On sovereign credit migration: a study of alternative estimators and rating dynamics (Q1019978) (← links)
- Measuring credit risk of individual corporate bonds in US energy sector (Q1627685) (← links)
- Disentangling and assessing uncertainties in multiperiod corporate default risk predictions (Q1728674) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
- Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach (Q2222183) (← links)
- A likelihood ratio test for stationarity of rating transitions (Q2630206) (← links)
- Capturing common components in high-frequency financial time series: a multivariate stochastic multiplicative error model (Q2654438) (← links)
- Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions (Q2673202) (← links)
- A BAYESIAN SIMULATION APPROACH TO INFERENCE ON A MULTI-STATE LATENT FACTOR INTENSITY MODEL (Q2892458) (← links)
- EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
- A Multi-state Model of Functional Disability and Health Status in the Presence of Systematic Trend and Uncertainty (Q4987085) (← links)
- Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations (Q5139214) (← links)
- The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multistate Latent Factor Model for Transition Rates (Q5379247) (← links)
- Inference for a Nonstationary Self-Exciting Point Process with an Application in Ultra-High Frequency Financial Data Modeling (Q5407023) (← links)
- RATING TRANSITIONS FORECASTING: A FILTERING APPROACH (Q6095479) (← links)
- Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects (Q6149871) (← links)