Jonathan Wendin

Finance · 2006–2007

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it; #3,781 of 10,518 by trust here, #7,251 by citations
• Statistics and Probability — 10 citations into it; #5,835 of 12,932 by trust here, #9,233 by citations
• Accounting — 9 citations into it
• Artificial Intelligence — 7 citations into it

Whom Jonathan Wendin trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Eric R. Ziegel
2. José A. López
3. Alexander J. McNeil
4. Rüdiger Frey
5. D. Lando
6. Charles E. McCulloch
7. S. J. Koopman
8. Torben M. Skødeberg
9. J. Neuhaus

Who trusts Jonathan Wendin overall

1. Xinzheng Huang
2. Alexander J. McNeil
3. Cornelis W. Oosterlee
4. S. J. Koopman
5. André Lucas

Papers from Jonathan Wendin's perspective

Ordered by how strongly the researchers Jonathan Wendin trusts endorse each paper. Same corpus, a different order for every researcher.

1. Time Series Analysis by State Space Methods
2. Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing
3. Stability of ratings transitions
4. The Multi-State Latent Factor Intensity Model for Credit Rating Transitions
5. Time Series: Theory and Methods
6. Measurement, estimation and comparison of credit migration matrices
7. Multivariate Statistical Modelling Based on Generalized Linear Models (Technometrics)
8. Time Series: Theory and Methods (2nd ed.).
9. Analyzing rating transitions and rating drift with continuous observations
10. BAYESIAN THEORY

Their papers

• Bayesian inference for generalized linear mixed models of portfolio credit risk (2007) — 209 citations
• Dependent Credit Migrations (2006) — 58 citations