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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Format: | Others |
Language: | en |
Published: |
2012
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Online Access: | http://epub.wu.ac.at/3489/1/DissFINAL.pdf |