Mads Nielsen

Finance · with Lando · 2010

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it; #6,952 of 10,518 by trust here, #6,960 by citations
• Accounting — 10 citations into it; #5,714 of 8,970 by trust here, #6,779 by citations

Whom Mads Nielsen trusts overall

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

1. Darrell Duffie

Who trusts Mads Nielsen overall

1. Anna Chernobai
2. Philippe Jorion

Papers from Mads Nielsen's perspective

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

1. Multi-Period Corporate Default Prediction With Stochastic Covariates
2. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
3. Default Risk in Equity Returns
4. Modeling Survival Data: Extending the Cox Model
5. Modeling Survival Data: Extending the Cox Model
6. Spatial Interaction and the Statistical Analysis of Lattice Systems
7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
8. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
9. Specification Analysis of Affine Term Structure Models
10. Spanning and Derivative-Security Valuation

Their papers

• Correlation in Corporate Defaults: Contagion or Conditional Independence? (2010) — 167 citations