Selecting credit rating models: a cross-validation-based comparison of discriminatory power
| Year of publication: |
2009
|
|---|---|
| Authors: | Ryser, Marc ; Denzler, Stefan |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 23.2009, 2, p. 187-203
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| Publisher: |
Springer |
| Subject: | Credit risk modeling | Default risk | Credit rating models | Cross-validation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10004999723