Confidence Sets for Continuous-time Rating Transition Probabilities

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

Research output: Contribution to journalJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Banking & Finance
Volume28
Issue number11
Pages (from-to)2575-2602
ISSN0378-4266
DOIs
Publication statusPublished - 2004

Cite this

Christensen, Jens H. E. ; Hansen, Ernst ; Lando, David. / Confidence Sets for Continuous-time Rating Transition Probabilities. In: Journal of Banking & Finance. 2004 ; Vol. 28, No. 11. pp. 2575-2602.
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title = "Confidence Sets for Continuous-time Rating Transition Probabilities",
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Confidence Sets for Continuous-time Rating Transition Probabilities. / Christensen, Jens H. E.; Hansen, Ernst; Lando, David.

In: Journal of Banking & Finance, Vol. 28, No. 11, 2004, p. 2575-2602.

Research output: Contribution to journalJournal articleResearchpeer-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

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

VL - 28

SP - 2575

EP - 2602

JO - Journal of Banking & Finance

JF - Journal of Banking & Finance

SN - 0378-4266

IS - 11

ER -