Estimating probabilities of default of different firms and the statistical tests

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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
关键词
PD; BSM-CO; Merton model; ANOVA; Tukey method;
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