Dror Y. Kenett
Economics and Econometrics · 2009–2017
A researcher in the Science corpus: 5 papers; trusts 10 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 36 citations into it; #21,329 of 23,481 by trust here, #14,051 by citations
- Finance — 30 citations into it
- Statistical and Nonlinear Physics — 22 citations into it
Whom Dror Y. Kenett trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Dror Y. Kenett overall
Papers from Dror Y. Kenett's perspective
Ordered by how strongly the researchers Dror Y. Kenett trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic Conditional Correlation
- Loss Aversion in Riskless Choice: A Reference-Dependent Model
- Quantifying Trading Behavior in Financial Markets Using Google Trends
- Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
- Complexity, concentration and contagion
- Generalized autoregressive conditional heteroskedasticity
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Random graphs with arbitrary degree distributions and their applications. (Physical review. E, Statistical, nonlinear, and soft matter physics)
- A simple model of global cascades on random networks (Proceedings of the National Academy of Sciences of the United States of America)
- Market Liquidity and Trading Activity
Their papers
- Quantifying Wikipedia Usage Patterns Before Stock Market Moves (2013) — 332 citations
- Quantifying the Behavior of Stock Correlations Under Market Stress (2012) — 194 citations
- Interconnectedness in the global financial market (2017) — 128 citations
- Spontaneous recovery in dynamical networks (2013) — 283 citations
- The Index cohesive effect on stock market correlations (2009) — 95 citations