Using a Bootstrap Approach to Rate the Raters
Year of publication: |
2004
|
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Authors: | Güttler, André |
Publisher: |
Frankfurt a. M. : Johann Wolfgang Goethe-Universität Frankfurt am Main, Fachbereich Wirtschaftswissenschaften |
Subject: | Kreditwürdigkeit | Auskunftei | Statistischer Test | Schätzung | Vergleich | Vereinigte Staaten | Ratingagentur | Validitäts | Moody's Investors Service New York, NY | Standard and Poor's Corporation New York, NY | Credit rating agencies | Validation | Bootstrap |
Series: | |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 470046465 [GVK] hdl:10419/27774 [Handle] |
Classification: | G23 - Pension Funds; Other Private Financial Institutions ; G15 - International Financial Markets |
Source: |
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The Adjustment of Credit Ratings of Defaulted Issuers
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Using a bootstrap approach to rate the raters
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