Kurt Hornik

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

Vienna A-1090, Wien

Austria

SCHOLARLY PAPERS

5

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Top 29,847

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1,756

SSRN CITATIONS

5

CROSSREF CITATIONS

4

Scholarly Papers (5)

1.

Benchmarking Credit Rating Systems

Number of pages: 29 Posted: 17 Sep 2006
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics, Oesterreichische 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 750 (36,876)
Citation 1

Abstract:

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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
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics, WU (Vienna University of Economics and Business), Oesterreichische Nationalbank (OeNB), WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics and Oesterreichische Nationalbank (OeNB)
Downloads 523 (59,143)
Citation 4

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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
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, Oesterreichische Nationalbank (OeNB), WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics and Oesterreichische Nationalbank (OeNB)
Downloads 337 (99,683)

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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
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 and affiliation not provided to SSRN
Downloads 146 (222,639)
Citation 4

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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
Vienna University of Economics and Business Administration - Department of Statistics and Mathematics, WU (Vienna University of Economics and Business), Oesterreichische Nationalbank (OeNB), WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics and Oesterreichische Nationalbank (OeNB)

Abstract:

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