Simon Behrendt

Finance · 2018–2020

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Simon Behrendt trusts overall

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

  1. Torben G. Andersen
  2. Robert F. Engle
  3. Ole E. Barndorff-Nielsen
  4. Tim Bollerslev
  5. N. Shephard
  6. Fulvio Corsi
  7. Hui Zou
  8. Robert Tibshirani
  9. Brad M. Barber

Who trusts Simon Behrendt overall

  1. Ricardo P. Masini
  2. Marcelo C. Medeiros
  3. Selin Duz Tan
  4. Eduardo F. Mendes

Papers from Simon Behrendt's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. Regression Shrinkage and Selection via the Lasso
  4. Separating Microstructure Noise from Volatility
  5. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. A Simple Long Memory Model of Realized Volatility
  8. Model selection and estimation in regression with grouped variables
  9. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  10. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models

Their papers