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Random effects model for credit rating transitions

Author
KIM, Yoonseong1 ; SO YOUNG SOHN1
[1] Department of Information and Industrial Engineering, Yonsei University, 134 Shinchon-dong, Seoul 120-749, Korea, Republic of
Source

European journal of operational research. 2007, Vol 184, Num 2, pp 561-573, 13 p ; ref : 3/4 p

CODEN
EJORDT
ISSN
0377-2217
Scientific domain
Control theory, operational research
Publisher
Elsevier, Amsterdam
Publication country
Netherlands
Document type
Article
Language
English
Author keyword
Credit rating Random effects model Rating migration Transition matrix
Keyword (fr)
Analyse régression Crédit Effet aléatoire Effet environnement Effet milieu Marché financier Matrice diagonale Matrice transition Migration Modèle régression Modélisation Probabilité transition Système incertain
Keyword (en)
Regression analysis Credit Random effect Environmental effect Medium effect Financial market Diagonal matrix Transition matrix Migration Regression model Modeling Transition probability Uncertain system
Keyword (es)
Análisis regresión Crédito Efecto aleatorio Efecto medio ambiente Efecto medio Mercado financiero Matriz diagonal Matriz transición Migración Modelo regresión Modelización Probabilidad transición Sistema incierto
Classification
Pascal
001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A10 Portfolio theory

Discipline
Operational research. Management
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
19086278

Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS

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