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"Multi-dimensional Self-Exciting NBD Process and Default Portfolios."

Masato Hisakado, Kodai Hattori, Shintaro Mori (2022)

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DOI: 10.1007/S12626-022-00122-Y

access: closed

type: Journal Article

metadata version: 2022-11-13

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Masato Hisakado, Kodai Hattori, Shintaro Mori:
Multi-dimensional Self-Exciting NBD Process and Default Portfolios. Rev. Socionetwork Strateg. 16(2): 493-512 (2022)

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