Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence
Crossref DOI link: https://doi.org/10.1007/s10100-015-0415-6
Published Online: 2015-09-09
Published Print: 2016-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Boreiko, D. V.
Kaniovski, Y. M.
Pflug, G. Ch.
License valid from 2015-09-09