مرکز منطقه ای اطلاع رساني علوم و فناوري - Analyzing rating transitions and rating drift with continuous observations

Title of article :

Analyzing rating transitions and rating drift with continuous observations

Author/Authors :

David Lando، نويسنده , , Torben M. Sk?deberg، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

423

To page :

444

Keywords :

Rating transitions , Rating drift , Estimation , Markov chains

Journal title :

Journal of Banking and Finance

Serial Year :

2002

Journal title :

Journal of Banking and Finance

Record number :

193348

Link To Document :