Menachem Brenner

Finance · 2000–2018

A researcher in the Science corpus: 5 papers; trusts 14 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Menachem Brenner trusts overall

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

  1. Tim Bollerslev
  2. Robert F. Engle
  3. Torben G. Andersen
  4. Ken Kuttner
  5. Chenchuramaiah T. Bathala
  6. Paolo Pasquariello
  7. Clara Vega
  8. Karl B. Diether
  9. Francis X. Diebold
  10. Albert S. Kyle

Who trusts Menachem Brenner overall

  1. David Goldreich
  2. Mary Ellen Carter
  3. Stuart L. Gillan
  4. Dimitris Psychoyios
  5. Bernd Hanke
  6. George Dotsis
  7. Peter P. Carr
  8. Shane A. Johnson

Papers from Menachem Brenner's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Stock Market Uncertainty and the Stock-Bond Return Relation
  3. Economic News and the Impact of Trading on Bond Prices
  4. Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
  5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. Informed and Strategic Order Flow in the Bond Markets
  8. The distribution of realized stock return volatility
  9. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers