Citation profile for Bill Huajian Yang

Bill Huajian Yang : Citation Profile

H index

i10 index

Citations

RESEARCH PRODUCTION:

Papers

RESEARCH ACTIVITY:

   7 years (2012 - 2019). See details.
   Cites by year: 1
   Journals where Bill Huajian Yang has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 4 (28.57 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya403
   Updated: 2024-04-18    RAS profile: 2019-06-05
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Bill Huajian Yang.

Is cited by:

DIETSCH, Michel (2)

Koziol, Philipp (2)

fraisse, henri (2)

Dietsch, Michel (2)

nehrebecka, natalia (1)

Cites to:

merton, robert (9)

Gordy, Michael (6)

Martinez Peria, Maria (3)

Das, Sanjiv (2)

Duffie, Darrell (2)

Kapadia, Nikunj (2)

BORIO, Claudio (2)

Tsatsaronis, Kostas (2)

Tarashev, Nikola (2)

Nelson, Charles (1)

Kopecsni, Juraj (1)

Main data

Where Bill Huajian Yang has published?

Working Papers Series with more than one paper published	# docs
MPRA Paper / University Library of Munich, Germany	14

Recent works citing Bill Huajian Yang (2024 and 2023)

Year	Title of citing document

Works by Bill Huajian Yang:

Year	Title	Type	Cited
2013	Estimating Long-Run PD, Asset Correlation, and Portfolio Level PD by Vasicek Models In: MPRA Paper. [Full Text][Citation analysis]	paper	3
2013	Modeling Portfolio Risk by Risk Discriminatory Trees and Random Forests In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2012	Modeling of EAD and LGD: Empirical Approaches and Technical Implementation In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2014	Modeling Systematic Risk and Point-in-Time Probability of Default under the Vasicek Asymptotic Single Risk Factor Model Framework In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2015	Stress Testing and Modeling of Rating Migration under the Vasicek Model Framework - Empirical approaches and technical implementation In: MPRA Paper. [Full Text][Citation analysis]	paper	2
2016	Rating Transition Probability Models and CCAR Stress Testing: Methodologies and implementations In: MPRA Paper. [Full Text][Citation analysis]	paper	1
2017	Point-in-time PD term structure models for multi-period scenario loss projection: Methodologies and implementations for IFRS 9 ECL and CCAR stress testing In: MPRA Paper. [Full Text][Citation analysis]	paper	3
2017	Smoothing Algorithms by Constrained Maximum Likelihood In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2017	Forward Ordinal Probability Models for Point-in-Time Probability of Default Term Structure In: MPRA Paper. [Full Text][Citation analysis]	paper	1
2017	Point-in-Time PD Term Structure Models with Loan Credit Quality as a Component In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2019	Resolutions to flip-over credit risk and beyond In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2019	Monotonic Estimation for the Survival Probability over a Risk-Rated Portfolio by Discrete-Time Hazard Rate Models In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2019	Monotonic Estimation for Probability Distribution and Multivariate Risk Scales by Constrained Minimum Generalized Cross-Entropy In: MPRA Paper. [Full Text][Citation analysis]	paper	0
2019	IFRS9 Expected Credit Loss Estimation: Advanced Models for Estimating Portfolio Loss and Weighting Scenario Losses In: MPRA Paper. [Full Text][Citation analysis]	paper	0