Macquarie University, Sydney Macquarie University ResearchOnline
VAR

Showing items 1 - 2 of 2.

Add to Quick Collection   All 2 Results

  • First
  • Previous
  • 1
  • Next
  • Last
Sort:
 Add All Items to Quick Collection
Authors: Xu, Hao
Date: 2016
Language: eng
Resource Type: Thesis MRes
Identifier: http://hdl.handle.net/1959.14/1250197
Description: Empirical thesis.
Full Text: Full Text
Date: 2005
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/152944
Description: Transition matrices are an important determinant in risk management and VAR calculations for credit portfolios. It is well known that rating migration behavior is not constant through time in that it ... More
Reviewed: Reviewed
  • First
  • Previous
  • 1
  • Next
  • Last