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Estimation and forecasting of sovereign credit rating migration based on regime switching markov chain

SY Oh, JW Song, W Chang, M Lee - IEEE Access, 2019 - ieeexplore.ieee.org
Our research aims to develop the regime switching Markov chain (RSMC), a discrete time
Markov chain whose underlying regime is depending on a hidden Markov model, which …
被引用次数：10 相关文章

Estimation and Forecasting of Sovereign Credit Rating Migration Based on Regime Switching Markov Chain

SY Oh, JW Song, W Chang, M Lee - IEEE ACCESS, 2019 - scholarworks.bwise.kr
Our research aims to develop the regime switching Markov chain (RSMC), a discrete time
Markov chain whose underlying regime is depending on a hidden Markov model, which …
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[PDF][PDF] Estimation and Forecasting of Sovereign Credit Rating Migration Based on Regime Switching Markov Chain

SY OH, JAEW SONG, W CHANG, M LEE - scholar.archive.org
Our research aims to develop the regime switching Markov chain (RSMC), a discrete time
Markov chain whose underlying regime is depending on a hidden Markov model, which …

Estimation and Forecasting of Sovereign Credit Rating Migration Based on Regime Switching Markov Chain

SY Oh, JW Song, W Chang, M Lee - IEEE ACCESS, 2019 - repository.hanyang.ac.kr
Our research aims to develop the regime switching Markov chain (RSMC), a discrete time
Markov chain whose underlying regime is depending on a hidden Markov model, which …

[引用][C] Estimation and Forecasting of Sovereign Credit Rating Migration Based on Regime Switching Markov Chain

SY Oh, JW Song, W Chang, M Lee - IEEE Access, 2019 - ui.adsabs.harvard.edu
Estimation and Forecasting of Sovereign Credit Rating Migration Based on Regime Switching
Markov Chain - NASA/ADS Now on home page ads icon ads Enable full ADS view NASA/ADS …