Quotation Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Pichler, Stefan, Lingo, Manuel, Winkler, Gerhard. 2010. A Latent Variable Approach to Validate Credit Rating Systems. In: Model Risk in Financial Crises, Hrsg. Daniel Rösch and Harald Scheule, 277-296. London: Risk Books.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Chapter in edited volume
Language English
Title A Latent Variable Approach to Validate Credit Rating Systems
Title of whole publication Model Risk in Financial Crises
Editor Daniel Rösch and Harald Scheule
Page from 277
Page to 296
Location London
Publisher Risk Books
Year 2010

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People
Hornik, Kurt (Details)
Jankowitsch, Rainer (Details)
Leitner, Christoph (Details)
Pichler, Stefan (Details)
Lingo, Manuel (Details)
Winkler, Gerhard (Details)
Organization
Institute for Banking and Finance IN (Former organization)
Institute for Corporate Finance IN (Former organization)
Institute for Statistics and Mathematics IN (Details)
Research Institute for Computational Methods FI (Details)
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