Confidence sets for continuous-time rating transition probabilities

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Standard

Confidence sets for continuous-time rating transition probabilities. / Hansen, Ernst.

I: Journal of Banking & Finance, Bind 28, 2004, s. 2575-2602.

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt

Harvard

Hansen, E 2004, 'Confidence sets for continuous-time rating transition probabilities', Journal of Banking & Finance, bind 28, s. 2575-2602.

APA

Hansen, E. (2004). Confidence sets for continuous-time rating transition probabilities. Journal of Banking & Finance, 28, 2575-2602.

Vancouver

Hansen E. Confidence sets for continuous-time rating transition probabilities. Journal of Banking & Finance. 2004;28:2575-2602.

Author

Hansen, Ernst. / Confidence sets for continuous-time rating transition probabilities. I: Journal of Banking & Finance. 2004 ; Bind 28. s. 2575-2602.

Bibtex

@article{704eee2074c211dbbee902004c4f4f50,
title = "Confidence sets for continuous-time rating transition probabilities",
author = "Ernst Hansen",
year = "2004",
language = "English",
volume = "28",
pages = "2575--2602",
journal = "Journal of Banking and Finance",
issn = "0378-4266",
publisher = "Elsevier",

}

RIS

TY - JOUR

T1 - Confidence sets for continuous-time rating transition probabilities

AU - Hansen, Ernst

PY - 2004

Y1 - 2004

M3 - Journal article

VL - 28

SP - 2575

EP - 2602

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

SN - 0378-4266

ER -

ID: 74985