J. Jordan
with Rosengren · 2000–2006
A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.
Whom J. Jordan trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts J. Jordan overall
Papers from J. Jordan's perspective
Ordered by how strongly the researchers J. Jordan trusts endorse each paper. Same corpus, a different order for every researcher.
- An academic response to Basel II
- Modelling Extremal Events for Insurance and Finance
- Ruin theory revisited: stochastic models for operational risk
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- Probabilistic Risk Analysis
- Procyclicality of the financial system and financial stability: issues and policy options
- Order Flow, Transaction Clock, and Normality of Asset Returns
- The supremum of a negative drift random walk with dependent heavy-tailed steps
- Extremes and Integrated Risk Management
- QUANTIFYING REGULATORY CAPITAL FOR OPERATIONAL RISK
Their papers
- Capital and Risk: New Evidence on Implications of Large Operational Losses (2006) — 165 citations
- The Market Reaction to the Disclosure of Supervisory Actions: Implications for Bank Transparency (2000) — 158 citations