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Marginal Persistence and Dynamic Copula Dependence in Sovereign Rating Migration Counts: A Discrete Interval-Likelihood MAGMAR Analysis

Palaisti, Marina
arXiv (OAI Expanded) · Papers · License: Open Access
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methodologyprobabilityrisk-management
methodology, probability, risk management, statistical finance, primary 62m10, secondary 62h05, 65c35, 91g40
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