K. Yilmaz
Finance · 2010–2020
A researcher in the Science corpus: 7 papers; trusts 23 researchers and is trusted by 89 researchers here, as inferred from the citation graph.
Subfields
- Finance — 39 citations into it; #353 of 10,518 by trust here, #578 by citations
- Economics and Econometrics — 33 citations into it; #645 of 23,481 by trust here, #1,275 by citations
- Statistical and Nonlinear Physics — 5 citations into it
Whom K. Yilmaz trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Francis X. Diebold
- Kamil Yilmaz
- Giorgio E. Primiceri
- Hui Zou
- Robert F. Engle
- Mathieu Jacomy
- Daron Acemoglu
- Kristin J. Forbes
- Vincent D. Blondel
- Mert Demirer
Who trusts K. Yilmaz overall
- Nikolaos Antonakakis
- David Gabauer
- Walid Mensi
- Gorkem Bostanci
- Francis X. Diebold
- Dayong Zhang
- Sang Hoon Kang
- Aktham Issa Maghyereh
- Ioannis Chatziantoniou
- George Filis
Papers from K. Yilmaz's perspective
Ordered by how strongly the researchers K. Yilmaz trusts endorse each paper. Same corpus, a different order for every researcher.
- MACROECONOMICS AND REALITY
- MODELING AND FORECASTING REALIZED VOLATILITY
- ForceAtlas2, a Continuous Graph Layout Algorithm for Handy Network Visualization Designed for the Gephi Software
- Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring
- Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
- Is the 2007 US sub-prime financial crisis so different?: An international historical comparison
- Addendum: Regularization and variable selection via the elastic net
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Systemic Risk and Stability in Financial Networks
- Dynamic Conditional Correlation
Their papers
- Better to give than to receive: Predictive directional measurement of volatility spillovers (2012) — 5,075 citations
- Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring (2015) — 249 citations
- Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014 (2015) — 333 citations
- Return and volatility spillovers among the East Asian equity markets (2010) — 270 citations
- Measuring Dynamic Connectedness with Large Bayesian VAR Models (2018) — 115 citations
- Estimating Global Bank Network Connectedness (2017) — 613 citations
- How connected is the global sovereign credit risk network? (2020) — 171 citations