Pitfalls and Remedies in Testing the Calibration Quality of Rating Systems

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Originalsprache	Englisch
Seiten (von - bis)	698 - 708
Fachzeitschrift	Journal of Banking and Finance
Jahrgang	35
Ausgabenummer	3
Publikationsstatus	Veröffentlicht - 1 Juli 2011

Zitat

@article{a5ce196f36d64f289d0b944dd6460d9f,

title = "Pitfalls and Remedies in Testing the Calibration Quality of Rating Systems",

author = "Wolfgang Aussenegg and Florian Resch and Gerhard Winkler",

year = "2011",

month = jul,

day = "1",

language = "English",

volume = "35",

pages = "698 -- 708",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier B.V.",

number = "3",

}