Confidence Sets for Continuous-time Rating Transition Probabilities

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

Research output: Contribution to journal › Journal article › Research › peer-review

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@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 -