Pitfalls and remedies in testing the calibration quality of rating systems
Year of publication: |
2011
|
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Authors: | Aussenegg, Wolfgang ; Resch, Florian ; Winkler, Gerhard |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 3, p. 698-708
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Subject: | Kreditwürdigkeit | Credit rating |
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