Hornik, Kurt, Jankowitsch, Rainer, Leitner, Christoph, Lingo, Manuel, Pichler, Stefan, Winkler, Gerhard. 2008. A Latent Variable Approach to Validate Credit Rating Systems.
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| Status of publication | Published |
|---|---|
| Affiliation | WU |
| Type of publication | Working/discussion paper, preprint |
| Language | English |
| Title | A Latent Variable Approach to Validate Credit Rating Systems |
| Year | 2008 |
Associations
- Projects
- Modelling the rating process and rating validation
- People
- Hornik, Kurt (Details)
- Jankowitsch, Rainer (Details)
- Leitner, Christoph (Details)
- Pichler, Stefan (Details)
- External
- Lingo, Manuel (Oesterreichische Nationalbank, Austria)
- Winkler, Gerhard (Oesterreichische Nationalbank, Austria)
- Organization
- Institute for Banking and Finance
IN
(Former organization)
- Institute for Statistics and Mathematics IN (Details)
- Research Institute for Computational Methods FI (Details)