Matches in SemOpenAlex for { <https://semopenalex.org/work/W2076030400> ?p ?o ?g. }
Showing items 1 to 64 of
64
with 100 items per page.
- W2076030400 abstract "We consider a set of Markovian processes with Stochastic transition matrices. This specification extends the standard stochastic intensity model introduced by Cox in the two state case. Such a model is appropriate for the joint analysis of rating histories of several corporates, including the link between upgrades or downgrades, that is the so-called migration correlation. Different specifications of the micro- and macro-components of the model are introduced and discussed. As an illustration the ordered Probit model with unobservable dynamic factor is estimated from French data on corporate risk." @default.
- W2076030400 created "2016-06-24" @default.
- W2076030400 creator A5013550740 @default.
- W2076030400 creator A5039946949 @default.
- W2076030400 date "2004-01-01" @default.
- W2076030400 modified "2023-09-27" @default.
- W2076030400 title "Stochastic Migration Models with Application to Corporate Risk" @default.
- W2076030400 cites W1538160166 @default.
- W2076030400 cites W1966160528 @default.
- W2076030400 cites W2000637545 @default.
- W2076030400 cites W2011886674 @default.
- W2076030400 cites W2014506576 @default.
- W2076030400 cites W2017888479 @default.
- W2076030400 cites W2052891498 @default.
- W2076030400 cites W2056859449 @default.
- W2076030400 cites W2075620062 @default.
- W2076030400 cites W2084716442 @default.
- W2076030400 cites W2105973145 @default.
- W2076030400 cites W2118891973 @default.
- W2076030400 cites W2119169789 @default.
- W2076030400 cites W2127388228 @default.
- W2076030400 cites W2161111600 @default.
- W2076030400 cites W2507039649 @default.
- W2076030400 cites W2787147383 @default.
- W2076030400 cites W3023478198 @default.
- W2076030400 cites W3122523813 @default.
- W2076030400 cites W3122744633 @default.
- W2076030400 cites W3149208181 @default.
- W2076030400 doi "https://doi.org/10.2139/ssrn.757348" @default.
- W2076030400 hasPublicationYear "2004" @default.
- W2076030400 type Work @default.
- W2076030400 sameAs 2076030400 @default.
- W2076030400 citedByCount "7" @default.
- W2076030400 countsByYear W20760304002012 @default.
- W2076030400 crossrefType "journal-article" @default.
- W2076030400 hasAuthorship W2076030400A5013550740 @default.
- W2076030400 hasAuthorship W2076030400A5039946949 @default.
- W2076030400 hasBestOaLocation W20760304002 @default.
- W2076030400 hasConcept C144133560 @default.
- W2076030400 hasConcept C149782125 @default.
- W2076030400 hasConcept C162324750 @default.
- W2076030400 hasConcept C41008148 @default.
- W2076030400 hasConceptScore W2076030400C144133560 @default.
- W2076030400 hasConceptScore W2076030400C149782125 @default.
- W2076030400 hasConceptScore W2076030400C162324750 @default.
- W2076030400 hasConceptScore W2076030400C41008148 @default.
- W2076030400 hasLocation W20760304001 @default.
- W2076030400 hasLocation W20760304002 @default.
- W2076030400 hasOpenAccess W2076030400 @default.
- W2076030400 hasPrimaryLocation W20760304001 @default.
- W2076030400 hasRelatedWork W1523588943 @default.
- W2076030400 hasRelatedWork W2023446719 @default.
- W2076030400 hasRelatedWork W2030617584 @default.
- W2076030400 hasRelatedWork W2056210026 @default.
- W2076030400 hasRelatedWork W2066824604 @default.
- W2076030400 hasRelatedWork W2073994582 @default.
- W2076030400 hasRelatedWork W2899084033 @default.
- W2076030400 hasRelatedWork W3124080152 @default.
- W2076030400 hasRelatedWork W3125928691 @default.
- W2076030400 hasRelatedWork W2142213187 @default.
- W2076030400 isParatext "false" @default.
- W2076030400 isRetracted "false" @default.
- W2076030400 magId "2076030400" @default.
- W2076030400 workType "article" @default.