The Ordered Qualitative Model for Credit Rating Transitions

2003 ◽  
Author(s):  
Dingan Feng ◽  
Christian Gourieroux ◽  
Joann Jasiak
Keyword(s):  
Credit Rating ◽  
Qualitative Model ◽  
Rating Transitions

The ordered qualitative model for credit rating transitions

2008 ◽  
Vol 15 (1) ◽  
pp. 111-130 ◽  
Author(s):  
D. Feng ◽  
C. Gourieroux ◽  
J. Jasiak
Keyword(s):  
Credit Rating ◽  
Qualitative Model ◽  
Rating Transitions

scholarly journals Numerical Modeling of Dependent Credit Rating Transitions with Asynchronously Moving Industries

2016 ◽  
Vol 49 (3) ◽  
pp. 499-516 ◽  
Author(s):  
D. V. Boreiko ◽  
Y. M. Kaniovski ◽  
G. Ch. Pflug
Keyword(s):  
Numerical Modeling ◽  
Credit Rating ◽  
Rating Transitions
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