A generalized ROC approach for the validation of credit rating systems and scorecards

Author: Xanthopoulos Stylianos Z.   Nakas Christos T.  

Publisher: Emerald Group Publishing Ltd

ISSN: 1526-5943

Source: The Journal of Risk Finance Incorporating Balance Sheet, Vol.8, Iss.5, 2007-11, pp. : 481-488

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Abstract