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"Analysis of credit event impact with self-exciting intensity model."

Suguru Yamanaka, Masaaki Sugihara, Hidetoshi Nakagawa (2011)

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DOI: 10.14495/JSIAML.3.49

access: open

type: Journal Article

metadata version: 2021-02-17

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  dblp key:
  - journals/jsiaml/YamanakaSN11
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  - https://dblp.org/rec/journals/jsiaml/YamanakaSN11
Suguru Yamanaka, Masaaki Sugihara, Hidetoshi Nakagawa:
Analysis of credit event impact with self-exciting intensity model. JSIAM Lett. 3: 49-52 (2011)

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