Artigo

Título:
The Multi-state Latent Factor Intensity Model for Credit Rating Transitions
Autores:
Jan Koopman (Tinbergen Inst, Free U Amsterdam)
André Lucas (Tinbergen Inst, Free U Amsterdam)
André Monteiro (Tinbergen Inst, Free U Amsterdam)
Revista:
Journal of Econometrics
Ano:
2008
Volume:
142
Páginas:
399-424
Códigos JEL:
C51 - Model Construction and Estimation
G24 - Investment Banking; Venture Capital; Brokerage; Rating Agencies
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