Confidence Sets for Continuous-time Rating Transition Probabilities

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

doi:10.1016/j.jbankfin.2004.06.003

Confidence Sets for Continuous-time Rating Transition Probabilities

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

Institut for Finansiering

Københavns Universitet

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Journal of Banking & Finance
Vol/bind	28
Udgave nummer	11
Sider (fra-til)	2575-2602
ISSN	0378-4266
DOI	https://doi.org/10.1016/j.jbankfin.2004.06.003
Status	Udgivet - 2004

Emneord

Erhvervsobligationer
Obligationsmarkeder
Obligationskurser
Ratings & Rankings

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10.1016/j.jbankfin.2004.06.003Licens: Ikke-specificeret

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Citationsformater

@article{1bbe6d40c02111db9769000ea68e967b,

title = "Confidence Sets for Continuous-time Rating Transition Probabilities",

keywords = "Erhvervsobligationer, Obligationsmarkeder, Obligationskurser, Ratings \& Rankings",

author = "Christensen, \{Jens H. E.\} and Ernst Hansen and David Lando",

year = "2004",

doi = "10.1016/j.jbankfin.2004.06.003",

language = "English",

volume = "28",

pages = "2575--2602",

journal = "Journal of Banking \& Finance",

issn = "0378-4266",

publisher = "Elsevier",

number = "11",

}

TY - JOUR

T1 - Confidence Sets for Continuous-time Rating Transition Probabilities

AU - Christensen, Jens H. E.

AU - Hansen, Ernst

AU - Lando, David

PY - 2004

Y1 - 2004

KW - Erhvervsobligationer

KW - Obligationsmarkeder

KW - Obligationskurser

KW - Ratings & Rankings

U2 - 10.1016/j.jbankfin.2004.06.003

DO - 10.1016/j.jbankfin.2004.06.003

M3 - Journal article

SN - 0378-4266

VL - 28

SP - 2575

EP - 2602

JO - Journal of Banking & Finance

JF - Journal of Banking & Finance

IS - 11

ER -