Advanced Regression Methods in Finance and Economics: Three Essays

In this thesis advanced regression methods are applied to discuss and investigate highly relevant research questions in the areas of finance and economics. In the field of credit risk the thesis investigates a hierarchical model which allows to obtain a consensus score, if several ratings are avai...

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Bibliographic Details
Main Author: Hofmarcher, Paul
Format: Others
Language:en
Published: 2012
Subjects:
Online Access:http://epub.wu.ac.at/3489/1/DissFINAL.pdf