Adelaide Research & Scholarship
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https://hdl.handle.net/2440/48588
| Type: | Journal article |
| Title: | Linearising the ROC and detecting asymmetry - a credit rating example |
| Author: | Hutchinson, T. |
| Citation: | JASSA, 2006; Spring(3):38-40 |
| Publisher: | Securities Institute of Australia |
| Issue Date: | 2006 |
| ISSN: | 0313-5934 |
| Organisation: | Centre for Automotive Safety Research (CASR) |
| Statement of Responsibility: | TP Hutchinson |
| Abstract: | The relative operating characteristic (ROC) was originally used as a signal of possible default, and is usually illustrated as a curve on a linear axis. PAUL HUTCHINSON shows that ROC also works if it is linearised. |
| Appears in Collections: | Aurora harvest 6 Centre for Automotive Safety Research publications |
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