A joint model of failures and credit ratings
Year of publication: |
2021
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Authors: | Hirk, Rainer ; Vana, Laura ; Hornik, Kurt ; Pichler, Stefan |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 17.2021, 1, p. 61-88
|
Subject: | composite likelihood | credit ratings | failure information | failure-prediction model | financial ratios | multivariate ordinal regression model | Theorie | Theory | Kreditwürdigkeit | Credit rating | Insolvenz | Insolvency | Regressionsanalyse | Regression analysis | Ratingagentur | Rating agency | Kreditrisiko | Credit risk |
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