Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence
Boreiko, D. V., Kaniovski, Y. M., Pflug, G. Ch.Volume:
24
Language:
english
Journal:
Central European Journal of Operations Research
DOI:
10.1007/s10100-015-0415-6
Date:
December, 2016
File:
PDF, 483 KB
english, 2016