Pages that link to "Item:Q448329"
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The following pages link to A dependent hidden Markov model of credit quality (Q448329):
Displaying 3 items.
- Markov chain model with catastrophe to determine mean time to default of credit risky assets (Q1696966) (← links)
- Robust and consistent estimation of generators in credit risk (Q4554476) (← links)
- Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations (Q5139214) (← links)
