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"Modeling dependent credit rating transitions: a comparison of coupling ..."

Dmitri V. Boreiko, Yuri M. Kaniovski, Georg Ch. Pflug (2016)

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DOI: 10.1007/S10100-015-0415-6

access: open

type: Journal Article

metadata version: 2020-06-04

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  - journals/cejor/BoreikoKP16
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  - https://dblp.org/rec/journals/cejor/BoreikoKP16
Dmitri V. Boreiko, Yuri M. Kaniovski, Georg Ch. Pflug:
Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence. Central Eur. J. Oper. Res. 24(4): 989-1007 (2016)

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