Quotation 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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Publication'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

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Wozabal, David (Former researcher)
Hochreiter, Ronald (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
Institute for Finance, Banking and Insurance IN (Details)
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