Estimating probabilities of default of different firms and the statistical tests

被引：0
|
作者：
Amir Ahmad Dar
N. Anuradha
Shahid Qadir
机构：
[1] B S Abdur Rahman Crescent Institute of Science and Technology,Department of mathematics and Actuarial Science
[2] B S Abdur Rahman Crescent Institute of Science and Technology,Department of Management Studies
[3] Desh Bhagat University,Department of Commerce
来源：
Journal of Global Entrepreneurship Research | 2019年 / 9卷
关键词：
PD; BSM-CO; Merton model; ANOVA; Tukey method;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [1] Estimating probabilities of default of different firms and the statistical tests
    Dar, Amir Ahmad
    Anuradha, N.
    Qadir, Shahid
    [J]. JOURNAL OF GLOBAL ENTREPRENEURSHIP RESEARCH, 2019, 9 (01)
  • [2] Default probabilities of privately held firms
    Duan, Jin-Chuan
    Kim, Baeho
    Kim, Woojin
    Shin, Donghwa
    [J]. JOURNAL OF BANKING & FINANCE, 2018, 94 : 235 - 250
  • [3] Are firms underleveraged? An examination of the effect of leverage on default probabilities
    Molina, CA
    [J]. JOURNAL OF FINANCE, 2005, 60 (03): : 1427 - 1459
  • [4] Estimating credit default probabilities using stochastic optimisation
    Joseph, Dominic
    [J]. DATA SCIENCE IN FINANCE AND ECONOMICS, 2021, 1 (03): : 253 - 271
  • [5] Estimating Default Probabilities of CMBS Loans with Clustering and Heavy Censoring
    Yildiray Yildirim
    [J]. The Journal of Real Estate Finance and Economics, 2008, 37 : 93 - 111
  • [6] Estimating default probabilities of CMBS loans with clustering and heavy censoring
    Yildirim, Yildiray
    [J]. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 2008, 37 (02): : 93 - 111
  • [7] The impact of corporate governance and state ownership on the default probabilities of Chinese firms
    Switzer, Lorne N.
    Wang, Jun
    Jiang, Yuehao
    [J]. EMERGING MARKETS REVIEW, 2024, 60
  • [8] Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)
    Kau, James B.
    Keenan, Donald C.
    Yildirim, Yildiray
    [J]. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 2009, 39 (02): : 107 - 117
  • [9] Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)
    James B. Kau
    Donald C. Keenan
    Yildiray Yildirim
    [J]. The Journal of Real Estate Finance and Economics, 2009, 39 : 107 - 117
  • [10] Estimating default probabilities for no- and low-default portfolios: parameter specification via floor constraints
    Bluemke, Oliver
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 2023, 72 (05) : 1339 - 1353
12345