Estimation of conditional time-homogeneous credit quality...

Economic Modelling 2010 Vol. 27; Iss. 1

Estimation of conditional time-homogeneous credit quality transition matrices

José Eduardo Gómez-González, Inés Paola Orozco Hinojosa
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Volume:
27
Year:
2010
Language:
english
Pages:
97
DOI:
10.1016/j.econmod.2009.07.022
File:
PDF, 261 KB
english, 2010
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