Confidence sets for continuous-time rating transition probabilities

Jens H.E. Christensen, Ernst Hansen, David Lando

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

SprogEngelsk
TidsskriftJournal of Banking & Finance
Vol/bind28
Udgave nummer11
Sider2575-2602
ISSN0378-4266
StatusUdgivet - 2004

Emneord

  • Erhvervsobligationer
  • Obligationsmarkeder
  • Obligationskurser
  • Ratings & Rankings

Citer dette

Christensen, Jens H.E. ; Hansen, Ernst ; Lando, David. / Confidence sets for continuous-time rating transition probabilities. I: Journal of Banking & Finance. 2004 ; Bind 28, Nr. 11. s. 2575-2602
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Confidence sets for continuous-time rating transition probabilities. / Christensen, Jens H.E.; Hansen, Ernst; Lando, David.

I: Journal of Banking & Finance, Bind 28, Nr. 11, 2004, s. 2575-2602.

Publikation: Bidrag til tidsskriftTidsskriftartikelForskningpeer review

TY - JOUR

T1 - Confidence sets for continuous-time rating transition probabilities

AU - Christensen,Jens H.E.

AU - Hansen,Ernst

AU - Lando,David

PY - 2004

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KW - Erhvervsobligationer

KW - Obligationsmarkeder

KW - Obligationskurser

KW - Ratings & Rankings

M3 - Journal article

VL - 28

SP - 2575

EP - 2602

JO - Journal of Banking & Finance

T2 - Journal of Banking & Finance

JF - Journal of Banking & Finance

SN - 0378-4266

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