Dynamic modelling of corporate credit ratings and defaults

DOI10.1177/1471082X211057610MaRDI QIDQ6669933FDOQ6669933

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
• Term Structures of Credit Spreads with Incomplete Accounting Information
• Multivariate ordinal regression models: an analysis of corporate credit ratings

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