Quotation Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2008. A Latent Variable Approach to Validate Credit Rating Systems.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Working/discussion paper, preprint
Language English
Title A Latent Variable Approach to Validate Credit Rating Systems
Year 2008

Associations

Projects
Modelling the rating process and rating validation
People
Hornik, Kurt (Details)
Jankowitsch, Rainer (Details)
Leitner, Christoph (Details)
Pichler, Stefan (Details)
External
Lingo, Manuel (Oesterreichische Nationalbank, Austria)
Winkler, Gerhard (Oesterreichische Nationalbank, Austria)
Organization
Institute for Banking and Finance IN (Former organization)
Institute for Statistics and Mathematics IN (Details)
Research Institute for Computational Methods FI (Details)
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