An Extended Likelihood Framework for Modeling Discretely Observed Credit Rating Transitions

Pfeuffer M, Möstel L, Fischer M (2018)

Publication Language: English

Publication Type: Journal article, Original article

Publication year: 2018

Journal

Quantitative Finance Taylor & Francis (Routledge)

DOI: 10.1080/14697688.2018.1465196

Authors with CRIS profile

Linda Möstel Lehrstuhl für Statistik und Ökonometrie Matthias Fischer Fachbereich Wirtschaftswissenschaften

Related research project(s)

Kreditrating Jan. 1, 2017 - Jan. 1, 2020

How to cite

APA:

Pfeuffer, M., Möstel, L., & Fischer, M. (2018). An Extended Likelihood Framework for Modeling Discretely Observed Credit Rating Transitions. Quantitative Finance. https://dx.doi.org/10.1080/14697688.2018.1465196

MLA:

Pfeuffer, Marius, Linda Möstel, and Matthias Fischer. "An Extended Likelihood Framework for Modeling Discretely Observed Credit Rating Transitions." Quantitative Finance (2018).

BibTeX: Download