Pitfalls and Remedies in Testing the Calibration Quality of Rating Systems

Wolfgang Aussenegg, Florian Resch, Gerhard Winkler

Publication: Scientific journal › Journal article › peer-review

Original language	English
Pages (from-to)	698 - 708
Journal	Journal of Banking and Finance
Volume	35
Issue number	3
Publication status	Published - 1 Jul 2011

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@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",

}