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
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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