A copula-based Markov reward approach to the credit spread in the European Union (Q5207796)
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scientific article; zbMATH DE number 7150304
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| default for all languages | No label defined |
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| English | A copula-based Markov reward approach to the credit spread in the European Union |
scientific article; zbMATH DE number 7150304 |
Statements
A Copula-based Markov Reward Approach to the Credit Spread in the European Union (English)
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13 January 2020
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sovereign credit rating
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Markov process
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dynamic measure of inequality
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copula
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change-point
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0.7679091691970825
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0.7426759004592896
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0.7358762621879578
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0.7349539399147034
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0.7341684699058533
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