Teruo Kemmotsu

Independent

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Scholarly Papers (1)

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Is the Hawkes Graph Approach Applicable for Examining the Bankruptcy Risk Dependence Structure? An Empirical Analysis of Firms' Bankruptcies in Japan

Number of pages: 28 Posted: 16 Jan 2018 Last Revised: 22 Jul 2018
Teruo Kemmotsu and Hidetoshi Nakagawa
Independent and Hitotsubashi University Business School
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Abstract:

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Hawkes process, Hawkes graph, bankruptcy risk dependence, bankruptcies in Japan