9
require that the stocks’ daily returns are non-zero over five consecutive rolling...assets ratio, scaled by the standard deviation of returns on assets over a 3-
year...
); the second approach modelled a change in
the rating within a four-quarter rolling...increase
in the threshold rating)
B) Change in the rating over a four-quarter...
cannot be directly
compared, but their development can be analy ed.s
6 8/0 9/0812...cannot be directly
compared, but their development can be analy ed.s
6 8/0...
