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 : Dt. Bundesbank |
| Subject: | Kreditwürdigkeit | Kreditrisiko | Portfoliomanagement | Zeitreihenanalyse | Value at Risk |
| Description of contents: | Table of Contents [digitool.hbz-nrw.de] |
| Extent: | 49 S. : graph. Darst. |
|---|---|
| Series: | Discussion paper / Deutsche Bundesbank / Series 2, banking and financial supervision. - Frankfurt am Main. - Vol. 05,14 |
| Type of publication: | Book / Working Paper |
| Language: | English ; German |
| Notes: | Zsfassung in dt. und engl. Sprache |
| ISBN: | 3-86558-102-1 |
| Source: |
Persistent link: https://www.econbiz.de/10004864692