A new ordinal mixed-data sampling model with an application to corporate credit rating levels
Leonie Goldmann, Jonathan Crook, Raffaella Calabrese
| Year of publication: |
2024
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|---|---|
| Authors: | Goldmann, Leonie ; Crook, Jonathan N. ; Calabrese, Raffaella |
| Published in: |
European journal of operational research : EJOR. - Amsterdam [u.a.] : Elsevier, ISSN 0377-2217, ZDB-ID 1501061-2. - Vol. 314.2024, 3 (1.5.), p. 1111-1126
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| Subject: | Credit ratings | MIDAS | Mixed-frequency models | OR in banking | Ordinal regression | Kreditwürdigkeit | Credit rating | Regressionsanalyse | Regression analysis | Kreditrisiko | Credit risk | Schätzung | Estimation | Theorie | Theory | Stichprobenerhebung | Sampling |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2023.10.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014456940