Analytic models of the receiver operating characteristic curve : applications to credit rating model validation
Steve Satchell; Wei Xia
Year of publication: |
2007
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Authors: | Satchell, Steve ; Xia, Wei |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 24167885. - Vol. 1.2007/08, 1, p. 90-106
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