Bernhard Brunner

2002

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Whom Bernhard Brunner trusts overall

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

  1. Yacine Aït-Sahalia
  2. Rob Bliss
  3. Andrew W. Lo
  4. Nikolaos Panigirtzoglou
  5. John C. Hull

Who trusts Bernhard Brunner overall

  1. Matthias R. Fengler
  2. Joshua D. Coval
  3. Jakub Jurek
  4. Erik Stafford

Papers from Bernhard Brunner's perspective

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

  1. Nonparametric Risk Management and Implied Risk Aversion
  2. Options, Futures, and Other Derivatives
  3. Testing the Stability of Implied Probability Density Functions
  4. The Pricing of Options and Corporate Liabilities
  5. The Behavior of Stock-Market Prices
  6. Empirical Pricing Kernels
  7. Common risk factors in the returns on stocks and bonds
  8. How Useful Are Implied Distributions? Evidence from Stock Index Options
  9. Separating Microstructure Noise from Volatility
  10. ANOVA for diffusions and Itô processes

Their papers