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Evidence of non-markovian behavior in the process of bank rating migrations
Author(s) -
José Eduardo Gómez-González,
Nicholas M. Kiefer
Publication year - 2007
Language(s) - English
Resource type - Reports
DOI - 10.32468/be.448
Subject(s) - markov process , process (computing) , computer science , econometrics , statistical physics , mathematics , statistics , physics , programming language

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