Dynamic modelling of corporate credit ratings and defaults

DOI10.1177/1471082X211057610MaRDI QIDQ6669933zbMATH OpenFDO

Authors Laura Vana, Kurt Hornik

Publication date 22 January 2025

Published in Statistical Modelling (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Maximum Likelihood Variance Components Estimation for Binary Data
• Multivariate ordinal regression models: an analysis of corporate credit ratings
• Term Structures of Credit Spreads with Incomplete Accounting Information

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