A Simulation Estimator for Testing the Time Homogeneity of Credit Rating Transitions
2016 ◽
Vol 49
(3)
◽
pp. 499-516
◽
2012 ◽
Vol 21
(1)
◽
pp. 87-105
◽
2008 ◽
Vol 184
(2)
◽
pp. 561-573
◽
2015 ◽
Vol 24
(4)
◽
pp. 989-1007
◽
2007 ◽
Vol 14
(5)
◽
pp. 818-835
◽
Keyword(s):