The predictive accuracy of credit ratings: measurement and statistical inference
Year of publication: |
2010
|
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Authors: | Orth, Walter |
Institutions: | Seminar für Wirtschafts- und Sozialstatistik, Wirtschafts- und Sozialwissenschaftliche Fakultät |
Subject: | ratings | predictive accuracy | Accuracy Ratio | Harrell's C | overlapping lifetimes |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2/10 |
Classification: | C41 - Duration Analysis ; C52 - Model Evaluation and Testing ; G17 - Financial Forecasting ; G24 - Investment Banking; Venture Capital; Brokerage ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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The predictive accuracy of credit ratings: measurement and statistical inference
Orth, Walter, (2010)
-
The predictive accuracy of credit ratings: Measurement and statistical inference
Orth, Walter, (2010)
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The predictive accuracy of credit ratings: Measurement and statistical inference
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