Grün, Bettina, Hofmarcher, Paul, Hornik, Kurt, Leitner, Christoph, Pichler, Stefan. 2009. A Latent Variable Approach to
Validate Credit Rating Systems using R. R Finance 2009, Chicago, Vereinigte Staaten/USA, 24.04.-25.04..
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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 using R |
| Event | R Finance 2009 |
| Year | 2009 |
| Date | 24.04.-25.04. |
| Country | United States/USA |
| Location | Chicago |
Associations
- Projects
- Modelling the rating process and rating validation
- People
- Grün, Bettina (Details)
- Hofmarcher, Paul (Former researcher)
- 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)