| dc.contributor.author | Rao, N.V.M. | |
| dc.date.accessioned | 2023-01-30T06:39:09Z | |
| dc.date.available | 2023-01-30T06:39:09Z | |
| dc.date.issued | 2017 | |
| dc.identifier.uri | https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3159871 | |
| dc.identifier.uri | http://dspace.bits-pilani.ac.in:8080/xmlui/handle/123456789/8832 | |
| dc.description.abstract | The major objective of this paper is to identify conditions under which a true generator can or cannot exist for an empirically observed transition matrix. In this study, an approach to finding a valid generator has been presented and the signs to look for, when trying to choose the ‘correct’ generator, have been forwarded. Conditions for the estimation of an approximate generator when a true generator does not exist have also been explored in this paper. Finally, we have given illustrations using transition matrices published by CRISIL | en_US |
| dc.language.iso | en | en_US |
| dc.publisher | SSRN | en_US |
| dc.subject | Economics and Finance | en_US |
| dc.subject | Transition Matrices | en_US |
| dc.subject | Credit Ratings | en_US |
| dc.title | Generator Estimation for Transition Matrices with Applications to Credit Ratings | en_US |
| dc.type | Article | en_US |
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