Halina Frydman

Finance · 2005–2012

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Finance — 22 citations into it; #7,226 of 10,518 by trust here, #6,419 by citations
• Accounting — 15 citations into it; #5,958 of 8,970 by trust here, #6,386 by citations
• Economics and Econometrics — 9 citations into it

Whom Halina Frydman trusts overall

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

1. D. Lando
2. Yusuf Jafry
3. Til Schuermann
4. Darrell Duffie
5. Torben M. Skødeberg
6. Francis X. Diebold
7. Leandro Saita
8. Ke Wang

Who trusts Halina Frydman overall

1. Christoph Pamminger
2. Til Schuermann
3. P. Hill
4. Sylvia Frühwirth-Schnatter
5. R. Brooks
6. Alexander J. McNeil
7. R. Faff

Papers from Halina Frydman's perspective

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

1. Multi-Period Corporate Default Prediction With Stochastic Covariates
2. Estimation in the Mixture of Markov Chains Moving With Different Speeds
3. Measurement, estimation and comparison of credit migration matrices
4. Specification Analysis of Affine Term Structure Models
5. The Same Bond at Different Prices: Identifying Search Frictions and Selling Pressures
6. The Statistical Analysis of Failure Time Data (Technometrics)
7. Survival Analysis: Techniques for Censored and Truncated Data
8. Stability of ratings transitions
9. Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings
10. Default Risk in Equity Returns

Their papers

• Estimation in the Mixture of Markov Chains Moving With Different Speeds (2005) — 53 citations
• Modeling the Effect of Macroeconomic Factors on Corporate Default and Credit Rating Transitions (2012) — 230 citations
• Credit Rating Dynamics and Markov Mixture Models (2008) — 171 citations