A Latent Variable Approach to Validate Credit Rating Systems

Kurt Hornik, Rainer Jankowitsch, Christoph Leitner, Manuel Lingo, Stefan Pichler, Gerhard Winkler

Publication: Working/Discussion Paper › Working Paper/Preprint

Original language	English
Publication status	Published - 1 Dec 2008

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University Library Catalogue

Modelling the rating process and rating validation
Hornik, K., Pichler, S., Friewald, N., Jankowitsch, R., Leitner, C. & Lingo, M.
1/11/07 → 28/02/09
Project: Research funding

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