DC Field
Value
Language
dc.contributor.author
Hirk, Rainer
-
dc.contributor.author
Vana, Laura
-
dc.contributor.author
Hornik, Kurt
-
dc.date.accessioned
2022-10-19T15:46:40Z
-
dc.date.available
2022-10-19T15:46:40Z
-
dc.date.issued
2022
-
dc.identifier.citation
<div class="csl-bib-body"> <div class="csl-entry">Hirk, R., Vana, L., &#38; Hornik, K. (2022). A corporate credit rating model with autoregressive errors. <i>Journal of Empirical Finance</i>. https://doi.org/10.1016/j.jempfin.2022.09.002</div> </div>
-
dc.identifier.issn
0927-5398
-
dc.identifier.uri
http://hdl.handle.net/20.500.12708/84059
-
dc.language.iso
en
-
dc.publisher
ELSEVIER
-
dc.relation.ispartof
Journal of Empirical Finance
-
dc.subject
Composite likelihood
en
dc.subject
Longitudinal ordinal regression model
en
dc.subject
Ordinal LASSO
en
dc.subject
Predictive performance
en
dc.title
A corporate credit rating model with autoregressive errors
en
dc.type
Article
en
dc.type
Artikel
de
dc.contributor.affiliation
Vienna University of Economics and Business, Austria
-
dc.contributor.affiliation
Vienna University of Economics and Business, Austria
-
dc.type.category
Original Research Article
-
tuw.journal.peerreviewed
true
-
tuw.peerreviewed
true
-
tuw.researchTopic.id
A4
-
tuw.researchTopic.name
Mathematical Methods in Economics
-
tuw.researchTopic.value
100
-
dcterms.isPartOf.title
Journal of Empirical Finance
-
tuw.publication.orgunit
E105-06 - Forschungsbereich Computational Statistics
-
tuw.publisher.doi
10.1016/j.jempfin.2022.09.002
-
dc.identifier.eissn
1879-1727
-
dc.description.numberOfPages
38
-
dc.description.sponsorshipexternal
OeNB Jubiläumsfond
-
dc.relation.grantnoexternal
18482 “Multivariate ordinal regression models for enhanced credit risk modeling”
-
wb.sci
true
-
wb.sciencebranch
Wirtschaftswissenschaften
-
wb.sciencebranch
Mathematik
-
wb.sciencebranch.oefos
5020
-
wb.sciencebranch.oefos
1010
-
wb.sciencebranch.value
60
-
wb.sciencebranch.value
40
-
item.grantfulltext
none
-
item.openairecristype
http://purl.org/coar/resource_type/c_2df8fbb1
-
item.openairetype
research article
-
item.cerifentitytype
Publications
-
item.fulltext
no Fulltext
-
item.languageiso639-1
en
-
crisitem.author.dept
WU Vienna University of Economics and Business
-
crisitem.author.dept
E105-06 - Forschungsbereich Computational Statistics
-
crisitem.author.dept
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
crisitem.author.orcid
0000-0002-9613-7604
-
crisitem.author.parentorg
E105 - Institut für Stochastik und Wirtschaftsmathematik
-
crisitem.author.parentorg
E100 - Fakultät für Mathematik und Geoinformation
-
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