Efficient estimation of transition rates between credit ratings from observations at discrete time points
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Efficient estimation of transition rates between credit ratings from observations at discrete time points. / Sørensen, Michael; Bladt, Mogens.
I: Quantitative Finance, Bind 9, 2009, s. 147 - 160.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Sørensen, M & Bladt, M 2009, ' Efficient estimation of transition rates between credit ratings from observations at discrete time points', Quantitative Finance, bind 9, s. 147 - 160.
APA
Sørensen, M., & Bladt, M. (2009). Efficient estimation of transition rates between credit ratings from observations at discrete time points. Quantitative Finance, 9, 147 - 160.
Vancouver
Sørensen M, Bladt M. Efficient estimation of transition rates between credit ratings from observations at discrete time points. Quantitative Finance. 2009;9:147 - 160.
Author
Bibtex
@article{c20ea1a01d0e11deb43e000ea68e967b,
title = " Efficient estimation of transition rates between credit ratings from observations at discrete time points",
author = "Michael S{\o}rensen and Mogens Bladt",
year = "2009",
language = "English",
volume = "9",
pages = "147 -- 160",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Routledge",
}
RIS
TY - JOUR
T1 - Efficient estimation of transition rates between credit ratings from observations at discrete time points
AU - Sørensen, Michael
AU - Bladt, Mogens
PY - 2009
Y1 - 2009
M3 - Journal article
VL - 9
SP - 147
EP - 160
JO - Quantitative Finance
JF - Quantitative Finance
SN - 1469-7688
ER -
ID: 11639343