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Publication Details

TitleLinearising the ROC and detecting asymmetry: a credit rating example
AuthorsHutchinson TP
Year2006
TypeJournal Article
AbstractThe 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 TitleJASSA, FINSIA Journal of Applied Finance
Journal Volume (Issue)2006(3)
Page Range38-40
Page Count3

Reference
Hutchinson TP (2006) 'Linearising the ROC and detecting asymmetry: a credit rating example', JASSA, FINSIA Journal of Applied Finance, 2006(3), pp 38-40.