Hidetoshi Nakagawa

Publication Activity (10 Years)

Years Active: 2010-2021
Publications (10 Years): 2

Top Topics

Financial Time Series

Empirical Analysis

Top Venues

Publications

Makoto Nohara, Hidetoshi Nakagawa
Analysis of order book dynamics in the Japanese stock market using the Queue-Reactive Hawkes process. JSIAM Lett. 13 (2021)
Suguru Yamanaka, Hidetoshi Nakagawa, Masaaki Sugihara
A random thinning model with a latent factor for improvement of top-down credit risk assessment. JSIAM Lett. 8 (2016)
Suguru Yamanaka, Masaaki Sugihara, Hidetoshi Nakagawa
Analysis of credit event impact with self-exciting intensity model. JSIAM Lett. 3 (2011)
Suguru Yamanaka, Masaaki Sugihara, Hidetoshi Nakagawa
Analysis of downgrade risk in credit portfolios with self-exciting intensity model. JSIAM Lett. 3 (2011)
Hidetoshi Nakagawa
Modeling of contagious downgrades and its application to multi-downgrade protection. JSIAM Lett. 2 (2010)