Connecting rating migration matrices and the business cycle by means of generalized regression models (Q4620155)
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scientific article; zbMATH DE number 7015455
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| English | Connecting rating migration matrices and the business cycle by means of generalized regression models |
scientific article; zbMATH DE number 7015455 |
Statements
Connecting rating migration matrices and the business cycle by means of generalized regression models (English)
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8 February 2019
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rating migration matrix
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stress testing
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proportional odds model
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multinomial model
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log-ratio transformation
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simplical regression
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generalized regression
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0.8405078649520874
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0.7670772075653076
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0.7588235139846802
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0.7472355365753174
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0.7468223571777344
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