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Capturing Model Risk and Rating Momentum in the ...arXiv ·

arxiv.org

von M Pfeuffer · · Zitiert von: 3 — Authors:Marius Pfeuffer, Goncalo dos Reis, Greig smith · Download PDF. Abstract: We present two methodologies on the estimation of rating ... › q-fin

Measuring credit rating downgrade momentumtudelft.nl ·

repository.tudelft.nl

[21] Goncalo Dos Reis, Marius Pfeuffer, and Greig Smith. “Capturing model risk and rating momentum in the estimation of probabilities of default and credit ... › download

Modeling rating momentum in credit migrationspolimi.it ·

www.politesi.polimi.it

von S FIUMI · — Goncalo Dos Reis, Marius Pfeuffer, and Greig. Smith. Capturing model risk and rating mo- mentum in the estimation of probabilities of. › bitstream

Sovereign Default Forecasting in the Era of the COVID MDPI ·

mdpi-res.com

von T Kristóf · · Zitiert von: 4 — dos Reis, Goncalo, Marius Pfeuffer, and Greig Smith Capturing model risk and rating momentum in the estimation of probabilities of default and credit ... › jrfm v2

CRAN - Package ctmcd

cran.csiro.au

Author: Marius Pfeuffer [aut,cre], Greig Smith [ctb], Goncalo dos Reis [ctb], Linda Moestel [ctb], Matthias Fischer [ctb]. Maintainer: Marius Pfeuffer ...

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Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations · Marius Pfeuffer, Goncalo dos Reis, Greig ...

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