Title of article :
Migration correlation: Definition and efficient estimation
Author/Authors :
P. Gagliardini، نويسنده , , C. Gourieroux، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
30
From page :
865
To page :
894
Keywords :
credit risk , migration , Migration correlation , rating , Stochastic transition
Journal title :
Journal of Banking and Finance
Serial Year :
2005
Journal title :
Journal of Banking and Finance
Record number :
193715
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193715
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