On multi-class prediction of issuer credit ratings (Q3077489)
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scientific article; zbMATH DE number 5855573
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| English | On multi-class prediction of issuer credit ratings |
scientific article; zbMATH DE number 5855573 |
Statements
On multiple-class prediction of issuer credit ratings (English)
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22 February 2011
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industry effect
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issuer credit rating
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market-driven variable
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order probit model
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optimal cutoff value
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0.7352961897850037
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0.7203399538993835
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0.7175649404525757
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0.7149580717086792
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