An overview and framework for PD backtesting and benchmarking
G. Castermans, D. Martens, T. Van Gestel, B. Hamers and B. Baesens
| Year of publication: |
2010
|
|---|---|
| Authors: | Castermans, G. ; Martens, David ; Van Gestel, Tony ; Hamers, B. ; Baesens, B. |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0160-5682, ZDB-ID 716033-1. - Vol. 61.2010, 3, p. 359-373
|
| Subject: | Statistischer Test | Statistical test | USA | United States | Benchmarking |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003945429