An edition of Estimating Markov transition matrices using proportions data (2005)

Estimating Markov transition matrices using proportions data

an application to credit risk

by

Estimating Markov transition matrices using p ...
Matthew T. Jones, Matthew T. J ...
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Last edited by ImportBot
August 18, 2022 | History
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An edition of Estimating Markov transition matrices using proportions data (2005)

Estimating Markov transition matrices using proportions data

an application to credit risk

by

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Publish Date
Publisher
International Monetary Fund, Monetary and Financial Systems Dept.
Language
English
Pages
25

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Subjects

Credit, Econometric models, Markov processes, Risk
Edition Availability
Cover of: Estimating Markov transition matrices using proportions data
Estimating Markov transition matrices using proportions data: an application to credit risk
2005, International Monetary Fund, Monetary and Financial Systems Dept.
in English

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Book Details

Edition Notes

"November 2005."

Includes bibliographical references.

Published in
[Washington, D.C.]
Series
IMF working paper -- WP/05/219

Classifications

Library of Congress
HG3705

The Physical Object

Pagination
25 p. :
Number of pages
25

ID Numbers

Open Library
OL19346304M

Source records

Better World Books record
Better World Books record
Better World Books record

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
August 18, 2022 Edited by ImportBot import existing book
August 18, 2022 Edited by ImportBot import existing book
August 17, 2022 Edited by ImportBot import existing book
December 15, 2009 Edited by WorkBot link works
October 21, 2008 Created by ImportBot Imported from University of Toronto MARC record