Confidence sets for continuous-time rating transition probabilities

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

Research output: Contribution to journalJournal articleResearchpeer-review

LanguageEnglish
JournalJournal of Banking & Finance
Volume28
Issue number11
Pages2575-2602
ISSN0378-4266
StatePublished - 2004

Keywords

    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
    @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",
    language = "English",
    volume = "28",
    pages = "2575--2602",
    journal = "Journal of Banking & Finance",
    issn = "0378-4266",
    publisher = "Elsevier",
    number = "11",

    }

    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

    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

    IS - 11

    ER -