Wozabal, David, Hochreiter, Ronald. 2012. A Coupled Markov Chain Approach to Credit Risk Modeling. Journal of Economic Dynamics and Control 36 (3): 403-415.
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| 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)