Quotation Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. A Dynamic Latent Variable Approach to Validate Credit Rating Systems. Computational Finance and Financial Engineering, Third R/Rmetrics User and Developer Workshop, Leissingen, Schweiz, 28.06.-02.07..


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title A Dynamic Latent Variable Approach to Validate Credit Rating Systems
Event Computational Finance and Financial Engineering, Third R/Rmetrics User and Developer Workshop
Year 2009
Date 28.06.-02.07.
Country Switzerland
Location Leissingen

Associations

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)
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