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Risks2024, 12(8), 131;https://doi.org/10.3390/risks12080131

Journal: RisksVolume: 12Number: 131

Article: A Hypothesis Test for the Long-Term Calibration in Rating Systems with Overlapping Time Windows

Authors:
Patrick Kurth¹,
Max Nendel^2,* and
Jan Streicher^1,2

Link: https://www.mdpi.com/2227-9091/12/8/131

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