A Latent Variable Approach to Validate Credit Rating Systems

Publication: Chapter in book/Conference proceeding › Chapter in edited volume

Original language	English
Title of host publication	Model Risk in Financial Crises
Editors	Daniel Rösch and Harald Scheule
Place of Publication	London
Publisher	Risk Books
Pages	277 - 296
Publication status	Published - 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",

}

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 -