Hornik, Kurt, Jankowitsch, Rainer, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2006. A Latent Variable Approach to Validate Credit Rating Systems. Workshop Kreditrisikomanagement, Obergurgl, Österreich, 17.11.-18.11..
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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 Latent Variable Approach to Validate Credit Rating Systems |
Event | Workshop Kreditrisikomanagement |
Year | 2006 |
Date | 17.11.-18.11. |
Country | Austria |
Location | Obergurgl |
Associations
- Projects
- Validation of Rating Systems
- People
- Hornik, Kurt (Details)
- Jankowitsch, Rainer (Details)
- Lingo, Manuel (Details)
- Pichler, Stefan (Details)
- Winkler, Gerhard (Details)
- Organization
- Institute for Banking and Finance
IN
(Former organization)
- Institute for Statistics and Mathematics IN (Details)