Hidetoshi Nakagawa

According to our database, Hidetoshi Nakagawa authored at least 5 papers between 2010 and 2021.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2021

Analysis of order book dynamics in the Japanese stock market using the Queue-Reactive Hawkes process.

Makoto Nohara, Hidetoshi Nakagawa

JSIAM Lett., 2021

2016

A random thinning model with a latent factor for improvement of top-down credit risk assessment.

Suguru Yamanaka, Hidetoshi Nakagawa, Masaaki Sugihara

JSIAM Lett., 2016

2011

Analysis of downgrade risk in credit portfolios with self-exciting intensity model.

Suguru Yamanaka, Masaaki Sugihara, Hidetoshi Nakagawa

JSIAM Lett., 2011

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

Suguru Yamanaka, Masaaki Sugihara, Hidetoshi Nakagawa

JSIAM Lett., 2011

2010

Modeling of contagious downgrades and its application to multi-downgrade protection.

Hidetoshi Nakagawa

JSIAM Lett., 2010