Parsimonious higher order Markov models for rating transitions
2017 ◽
Vol 181
(1)
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pp. 107-131
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Keyword(s):
2005 ◽
Vol 26
(3-4)
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pp. 69-102
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Keyword(s):
Keyword(s):
2004 ◽
Vol 50
(9)
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pp. 2103-2118
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