Kurt Hornik

Vienna University of Economics and Business Administration - Department of Statistics and Mathematics

Vienna A-1090, Wien

Austria

  • Vienna University of Economics and Business Administration - Department of Statistics and Mathematics

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 48,702

SSRN RANKINGS

Top 48,702

in Total Papers Downloads

2,169

TOTAL CITATIONS

10

Scholarly Papers (5)

Actions:
Email selected abstracts
1.

Benchmarking Credit Rating Systems

Number of pages: 29 Posted: 17 Sep 2006
Kurt Hornik, Manuel Lingo, Manuel Lingo, Rainer Jankowitsch, Stefan Pichler and Gerhard Winkler
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics, Vienna University of Economics and Business AdministrationOesterreichische Nationalbank (OeNB), WU (Vienna University of Economics and Business), WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics and Oesterreichische Nationalbank (OeNB)
Downloads 874 (59,103)
Citation 1

Abstract:

Loading...

rating validation, benchmarking, rating agreement, rating association, financial market integration, transition economies

2.

Validation of Credit Rating Systems Using Multi-Rater Information

Number of pages: 35 Posted: 20 Dec 2005
Kurt Hornik, Rainer Jankowitsch, Manuel Lingo, Manuel Lingo, Stefan Pichler and Gerhard Winkler
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics, WU (Vienna University of Economics and Business), Vienna University of Economics and Business AdministrationOesterreichische Nationalbank (OeNB), WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics and Oesterreichische Nationalbank (OeNB)
Downloads 656 (86,159)
Citation 4

Abstract:

Loading...

rating validation, benchmarking, rating agreement, rating association, rating bias, Kemeny-Snell metric, multi-dimensional scaling, minimal spanning tree

3.

A Latent Variable Approach to Validate Credit Rating Systems

Number of pages: 14 Posted: 19 Sep 2008
Kurt Hornik, Rainer Jankowitsch, Christoph Leitner, Manuel Lingo, Manuel Lingo, Stefan Pichler and Gerhard Winkler
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics, WU (Vienna University of Economics and Business), Vienna University of Economics and Business - Department of Statistics and Mathematics, Vienna University of Economics and Business AdministrationOesterreichische Nationalbank (OeNB), WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics and Oesterreichische Nationalbank (OeNB)
Downloads 427 (146,241)

Abstract:

Loading...

Rating validation, latent variable, latent trait, probability of default

4.

Bioconductor: Open Software Development for Computational Biology and Bioinformatics

Genome Biology, Vol. 5, No. 10, Article. R80, September 2004
Number of pages: 16 Posted: 26 Dec 2007
Kurt Hornik, Robert C. Gentleman, Vincent J. Carey, Douglas M. Bates, Ben Bolstad, Marcel Dettling, Sandrine Dudoit, Byron Ellis, Laurent Gautier, Yongchao Ge, Jeff Gentry, Torsten Hothorn, Wolfgang Huber, Stefano Maria Iacus, Rafael A. Irizarry, Friedrich Leisch, Cheng Li, Martin Maechler, Anthony J. Rossini, Günther Sawitzki, Colin Smith, Gordon Smyth, Luke Tierney, Jean Y.H. Yang and Jianhua Zhang
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics, Dana-Farber/Harvard Cancer Center, Brigham and Women's Hopsital/Harvard Medical School - Channing Laboratory, University of Wisconsin-Madison - Department of Statistics, University of California, Berkeley - Division of Biostatistics, ETH Zurich - Seminar for Statistics, affiliation not provided to SSRN, Harvard University - Department of Statistics, Technical University of Denmark - Centre for Biological Sequence Analysis, Mt. Sinai School of Medicine - Biomathematical Sciences, Dana-Farber/Harvard Cancer Center, University of Erlangen-Nürnberg, DKFZ (German Cancer Research Center), University of Milan - Department of Economics, Business and Statistics, Johns Hopkins University - Bloomberg School of Public Health, Vienna University of Technology, Dana-Farber Cancer Institute, ETH Zentrum - Seminar für Statistik, University of Washington - Department of Medical Education and Biomedical Informatics, Heidelberg University - StatLab Heidelberg, affiliation not provided to SSRN, affiliation not provided to SSRN, University of Iowa - Department of Statistics & Actuarial Science, The University of Sydney - School of Mathematics and Statistics and affiliation not provided to SSRN
Downloads 212 (305,300)
Citation 5

Abstract:

Loading...

Genomic data, microarray

5.

Determinants of Heterogeneity in European Credit Ratings

Financial Markets and Portfolio Management, Vol. 24, No. 3, 2010
Posted: 03 Sep 2010
Kurt Hornik, Rainer Jankowitsch, Manuel Lingo, Manuel Lingo, Stefan Pichler and Gerhard Winkler
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics, WU (Vienna University of Economics and Business), Vienna University of Economics and Business AdministrationOesterreichische Nationalbank (OeNB), WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics and Oesterreichische Nationalbank (OeNB)

Abstract:

Loading...

Rating heterogeneity, Benchmarking, Rating agreement, Rating association, Financial market integration, Transition economies