Estimation of transition probabilities of credit ratings for several companies
This paper attempts to estimate the transition probabilities of credit ratings for a number of companies whose ratings have a dependence structure. Binary codes are used to represent the index of a company together with its ratings in the present and next quarters. We initially fit the data on the v...
保存先:
| 主要な著者: | , |
|---|---|
| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
AIP Publishing
2016
|
| 主題: | |
| オンライン･アクセス: | http://eprints.sunway.edu.my/438/1/Pooi%20Ah%20Hin%204.pdf http://eprints.sunway.edu.my/438/ http://aip.scitation.org http://dx.doi.org/10.1063/1.4966097 |
| タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|