Crossmark

Multi-dimensional Self-Exciting NBD Process and Default Portfolios

Crossref DOI link: https://doi.org/10.1007/s12626-022-00122-y

Published Online: 2022-09-21

Published Print: 2022-10

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Hisakado, Masato https://orcid.org/0000-0003-0514-0603
Hattori, Kodai

Mori, Shintaro
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Text and Data Mining valid from 2022-09-21

Version of Record valid from 2022-09-21
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Article History

Received: 19 May 2022

Accepted: 1 September 2022

First Online: 21 September 2022