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A Double mover-stayer model for credit ratings
Eric S. Fung,
Tak Kuen Siu
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Dive into the research topics of 'A Double mover-stayer model for credit ratings'. Together they form a unique fingerprint.
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Mathematics
Maximum Likelihood
100%
Numerical Experiment
100%
Stochastics
100%
Credit Risk
100%
Discrete Time
100%
Estimation Method
100%
Discrete State
100%
Likelihood Approach
100%
State Model
100%
Economics, Econometrics and Finance
Credit Rating
100%
Credit
80%
Risk Management
40%
Investors
20%
Wealth
20%
Rating Agency
20%
Estimation Theory
20%
International Credit
20%