Wozabal, David, Hochreiter, Ronald. 2012. A Coupled Markov Chain Approach to Credit Risk Modeling. Journal of Economic Dynamics and Control 36 (3): 403-415.
BibTeX
Tags
Press 'enter' for creating the tagPublication's profile
Status of publication | Published |
---|---|
Affiliation | WU |
Type of publication | Journal article |
Journal | Journal of Economic Dynamics & Control |
Citation Index | SSCI |
WU Journalrating 2009 | A |
WU-Journal-Rating new | FIN-A, INF-A, STRAT-A, VW-B, WH-A |
Language | English |
Title | A Coupled Markov Chain Approach to Credit Risk Modeling |
Volume | 36 |
Number | 3 |
Year | 2012 |
Page from | 403 |
Page to | 415 |
Reviewed? | Y |
Associations
- People
- Hochreiter, Ronald (Details)
- External
- Wozabal, David
- Organization
- Institute for Statistics and Mathematics IN (Details)