The multi-state latent factor intensity model for credit rating transitions

A-Tier

Journal: Journal of Econometrics

Year: 2008

Volume: 142

Issue: 1

Pages: 399-424

Authors (3)

Koopman, Siem Jan (Tinbergen Instituut) Lucas, Andre (Vrije Universiteit Amsterdam) Monteiro, Andre

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count