Jakob Sidenius

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it; #1,971 of 10,518 by trust here, #5,728 by citations
• Economics and Econometrics — 5 citations into it

Whom Jakob Sidenius trusts overall

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

1. Kay Giesecke
2. V. Acharya

Who trusts Jakob Sidenius overall

1. John C. Hull
2. A. Mortensen
3. Rüdiger Frey
4. A. Lopatin
5. Xinzheng Huang
6. St'ephane Cr'epey
7. Alan G. White
8. A. Kalemanova
9. J. Backhaus
10. T. Misirpashaev

Papers from Jakob Sidenius's perspective

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

1. On Default Correlation: A Copula Function Approach
2. Default Parameter Estimation Using Market Prices
3. Dependent defaults in models of portfolio credit risk
4. A Simple Exponential Model for Dependent Defaults
5. Understanding the Recovery Rates on Defaulted Securities
6. KENDALL'S TAU FOR ELLIPTICAL DISTRIBUTIONS ∗
7. Factor Models: Portfolio Credit Risks When Defaults are Correlated
8. Deciphering the Liquidity and Credit Crunch 2007-08
9. Multi-Period Corporate Default Prediction With Stochastic Covariates
10. Too Big to Fail: The Hazards of Bank Bailouts

Their papers

• Extensions to the Gaussian Copula: Random Recovery and Random Factor Loadings (2005) — 337 citations