Quotation Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. A Dynamic Latent Variable Approach to Validate Credit Rating Systems. Workshop Risikomanagement, Universität Innsbruck - Obergurgl, Österreich, 02.04.-04.04..


RIS


BibTeX

Tags

Press 'enter' for creating the tag

Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language German
Title A Dynamic Latent Variable Approach to Validate Credit Rating Systems
Event Workshop Risikomanagement
Year 2009
Date 02.04.-04.04.
Country Austria
Location Universität Innsbruck - Obergurgl

Associations

Projects
Modelling the rating process and rating validation
People
Grün, Bettina (Former researcher)
Hofmarcher, Paul (Details)
Hornik, Kurt (Details)
Leitner, Christoph (Details)
Pichler, Stefan (Details)
Organization
Institute for Banking and Finance IN (Former organization)
Institut f. Präsides SO (Details)
Institute for Statistics and Mathematics IN (Details)
Research Institute for Computational Methods FI (Details)
Google Scholar: Search