Title of article :
A simulation estimator for testing the time homogeneity of credit rating transitions
Author/Authors :
Nicholas M. Kiefer، نويسنده , , C. Erik Larson، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2007
Pages :
18
From page :
818
To page :
835
Keywords :
Ratings transitions , Specification testing , Indirect inference , Risk Dynamics , Risk measurement
Journal title :
Journal of Empirical Finance
Serial Year :
2007
Journal title :
Journal of Empirical Finance
Record number :
130877
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130877
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