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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| 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 (Details)
- 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)