A Latent Variable Approach to Validate Credit Rating Systems

Publikation: Beitrag in Buch/Konferenzband › Beitrag in Sammelwerk

Originalsprache	Englisch
Titel des Sammelwerks	Model Risk in Financial Crises
Herausgeber*innen	Daniel Rösch and Harald Scheule
Erscheinungsort	London
Verlag	Risk Books
Seiten	277 - 296
Publikationsstatus	Veröffentlicht - 2010

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title = "A Latent Variable Approach to Validate Credit Rating Systems",

author = "Kurt Hornik and Rainer Jankowitsch and Christoph Leitner and Stefan Pichler and Manuel Lingo and Gerhard Winkler",

year = "2010",

language = "English",

pages = "277 -- 296",

editor = "{Daniel R{\"o}sch and Harald Scheule}",

booktitle = "Model Risk in Financial Crises",

publisher = "Risk Books",

address = "United Kingdom",

}

TY - CHAP

T1 - A Latent Variable Approach to Validate Credit Rating Systems

AU - Hornik, Kurt

AU - Jankowitsch, Rainer

AU - Leitner, Christoph

AU - Pichler, Stefan

AU - Lingo, Manuel

AU - Winkler, Gerhard

PY - 2010

Y1 - 2010

M3 - Chapter in edited volume

SP - 277

EP - 296

BT - Model Risk in Financial Crises

A2 - Daniel Rösch and Harald Scheule, null

PB - Risk Books

CY - London

ER -