Information theoretic generator estimation with an application to ratings process migration

ISSN： 1752-8887

Source： Journal of Risk Management in Financial Institutions, Vol.4, Iss.1, 2010-12, pp. : 29-45

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

An analysis of the determinants of S&P ratings assigned to Canadian firms: Application of a multinomial logit

By Amdouni Walid Soumaré Issouf

Journal of Risk Management in Financial Institutions, Vol. 7, Iss. 4, 2014-01 ,pp. : 353-369

Henry Stewart Publications

Access to resources Recommend Favorite

Efficient estimation of transition rates between credit ratings from observations at discrete time points

By Bladt Mogens SØrensen Michael

Quantitative Finance, Vol. 9, Iss. 2, 2009-03 ,pp. : 147-160

Routledge Ltd

Access to resources Recommend Favorite

Maximum likelihood estimation of the double exponential jump-diffusion process

By Ramezani Cyrus

Annals of Finance, Vol. 3, Iss. 4, 2007-10 ,pp. : 487-507

Springer Publishing Company

Access to resources Recommend Favorite

Estimation of a Cox process for credit spreads with semi-stochastic intensity

By Corelli Angelo

The Journal of Risk Finance Incorporating Balance Sheet, Vol. 11, Iss. 5, 2010-11 ,pp. : 515-519

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Equity portfolio risk estimation using market information and sentiment

By Mitra Leela Mitra Gautam Dibartolomeo Dan

Quantitative Finance, Vol. 9, Iss. 8, 2009-12 ,pp. : 887-895

Routledge Ltd

Access to resources Recommend Favorite