Efficient estimation of transition rates between credit ratings from observations at discrete time points

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Standard

 Efficient estimation of transition rates between credit ratings from observations at discrete time points. / Sørensen, Michael; Bladt, Mogens.

I: Quantitative Finance, Bind 9, 2009, s. 147 - 160.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Sørensen, M & Bladt, M 2009, ' Efficient estimation of transition rates between credit ratings from observations at discrete time points', Quantitative Finance, bind 9, s. 147 - 160.

APA

Sørensen, M., & Bladt, M. (2009).  Efficient estimation of transition rates between credit ratings from observations at discrete time points. Quantitative Finance, 9, 147 - 160.

Vancouver

Sørensen M, Bladt M.  Efficient estimation of transition rates between credit ratings from observations at discrete time points. Quantitative Finance. 2009;9:147 - 160.

Author

Sørensen, Michael ; Bladt, Mogens. /  Efficient estimation of transition rates between credit ratings from observations at discrete time points. I: Quantitative Finance. 2009 ; Bind 9. s. 147 - 160.

Bibtex

@article{c20ea1a01d0e11deb43e000ea68e967b,
title = " Efficient estimation of transition rates between credit ratings from observations at discrete time points",
author = "Michael S{\o}rensen and Mogens Bladt",
year = "2009",
language = "English",
volume = "9",
pages = "147 -- 160",
journal = "Quantitative Finance",
issn = "1469-7688",
publisher = "Routledge",

}

RIS

TY - JOUR

T1 -  Efficient estimation of transition rates between credit ratings from observations at discrete time points

AU - Sørensen, Michael

AU - Bladt, Mogens

PY - 2009

Y1 - 2009

M3 - Journal article

VL - 9

SP - 147

EP - 160

JO - Quantitative Finance

JF - Quantitative Finance

SN - 1469-7688

ER -

ID: 11639343