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home / centre for automotive safety research / Publications / List / Details Publication Details| Title | Linearising the ROC and detecting asymmetry: a credit rating example | | Authors | Hutchinson TP | | Year | 2006 | | Type | Journal Article | | 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 Hutchison shows that ROC also works if it is linearised. | | Journal Title | JASSA, FINSIA Journal of Applied Finance | | Journal Volume (Issue) | 2006(3) | | Page Range | 38-40 | | Page Count | 3 |
| Reference | | Hutchinson TP (2006). Linearising the ROC and detecting asymmetry: a credit rating example. JASSA, FINSIA Journal of Applied Finance, 2006(3), 38-40. |
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