Estimation in the continuous time mover-stayer model with an application to bond ratings migration
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Publication:4676863
DOI10.1002/ASMB.531zbMath1063.91031OpenAlexW3123625224MaRDI QIDQ4676863
Publication date: 20 May 2005
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: http://archive.nyu.edu/handle/2451/26326
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