An Extended Likelihood Framework for Modeling Discretely Observed Credit Rating Transitions

Journal article
(Original article)


Publication Details

Author(s): Pfeuffer M, Möstel L, Fischer M
Journal: Quantitative Finance
Publication year: 2018
ISSN: 1469-7688
Language: English


FAU Authors / FAU Editors

Fischer, Matthias Prof. Dr.
Fachbereich Wirtschaftswissenschaften
Möstel, Linda
Lehrstuhl für Statistik und Ökonometrie


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: 

Last updated on 2019-04-01 at 13:10