Time series properties of a rating system based on financial ratios
Ulrich Krüger; Martin Stötzel; Stefan Trück
| Year of publication: |
2005
|
|---|---|
| Authors: | Krüger, Ulrich ; Stötzel, Martin ; Trück, Stefan |
| Publisher: |
Frankfurt am Main : Deutsche Bundesbank |
| Subject: | Kreditwürdigkeit | Kreditrisiko | Portfoliomanagement | Zeitreihenanalyse | Value at Risk |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 49 S. graph. Darst. |
|---|---|
| Series: | Discussion paper / 2 / Deutsche Bundesbank ; Eurosystem. - Frankfurt, M. : Dt. Bundesbank, Press and Public Relations Div., ZDB-ID 2233162-1. |
| Type of publication: | Book / Working Paper |
| Language: | English ; German |
| Notes: | Literaturverz. S. 37 - 39 Zsfassungen in dt. und engl. Sprache |
| ISBN: | 3-86558-102-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003313005