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 Open Library Bot
December 3, 2010 | 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
December 3, 2010 Edited by Open Library Bot Added subjects from MARC records.
December 11, 2009 Created by WorkBot add works page