Pages that link to "Item:Q290969"
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The following pages link to The multi-state latent factor intensity model for credit rating transitions (Q290969):
Displaying 8 items.
- A score-test on measurement errors in rating transition times (Q469565) (← links)
- Multiperiod corporate default prediction -- a forward intensity approach (Q528035) (← links)
- Incorporating heterogeneity and macroeconomic variables into multi-state delinquency models for credit cards (Q724162) (← links)
- Modeling frailty-correlated defaults using many macroeconomic covariates (Q737911) (← links)
- Case-cohort analysis of clusters of recurrent events (Q746520) (← links)
- On sovereign credit migration: a study of alternative estimators and rating dynamics (Q1019978) (← links)
- Measuring credit risk of individual corporate bonds in US energy sector (Q1627685) (← links)
- Filtered likelihood for point processes (Q1745614) (← links)
