Modelling the rating process and rating validation

Hornik, Kurt (PI - Project head)
Pichler, Stefan (PI - Project head)
Friewald, Nils (Researcher)
Jankowitsch, Rainer (Researcher)
Leitner, Christoph (Researcher)
Lingo, Manuel (Researcher)

Institute for Statistics and Mathematics

1 Working Paper/Preprint

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2008

A Latent Variable Approach to Validate Credit Rating Systems
Hornik, K., Jankowitsch, R., Leitner, C., Lingo, M., Pichler, S. & Winkler, G., 1 Dec 2008.
Publication: Working/Discussion Paper › Working Paper/Preprint