Harry M. Kat
Impact in
- Finance top 0.5%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Economics and Econometrics top 1%
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
- Insurance and Financial Risk Management
Papers in
- Finance 51
- Financial Markets and Investment Strategies 41
- Stochastic processes and financial applications 14
- Financial Risk and Volatility Modeling 11
- Capital Investment and Risk Analysis 5
-
- Market Dynamics and Volatility 19
- Complex Systems and Time Series Analysis 12
- Co-authors
- Chris Brooks (2 shared papers)Gaurav S. Amin (11 shared papers)Ronald C. Heynen (8 shared papers)Roel C. A. Oomen (3 shared papers)Ryan J. Davies (1 shared paper)Joëlle Miffre (1 shared paper)
- Journals
- The Journal of Portfolio Management (2 papers)World Economy (1 paper)Applied Mathematical Finance (1 paper)The Journal of Alternative Investments (7 papers)The Journal of Derivatives (4 papers)
- Partner nations
- United KingdomUnited StatesNetherlands
In The Last Decade
Harry M. Kat
55 papers receiving 1.3k citations
Peers
Comparison fields: 5 of 73
- Finance 1.3k
- Economics and Econometrics 958
- General Economics, Econometrics and Finance 258
- Management Science and Operations Research 255
- Accounting 214
Countries citing papers authored by Harry M. Kat
This map shows the geographic impact of Harry M. Kat's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Harry M. Kat with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Harry M. Kat more than expected).
Fields of papers citing papers by Harry M. Kat
This network shows the impact of papers produced by Harry M. Kat. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Harry M. Kat. The network helps show where Harry M. Kat may publish in the future.
Co-authors
The 6 scholars most cited alongside Harry M. Kat, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 62 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2002 | 261 | |
| 2 | 2001 | 117 | |
| 3 | 2001 | 94 | |
| 4 | 2006 | 89 | |
| 5 | 2003 | 74 | |
| 6 | 1994 | 72 | |
| 7 | 2003 | 62 | |
| 8 | 2009 | 56 | |
| 9 | 2003 | 53 | |
| 10 | 1995 | 47 | |
| 11 | Partial Barrier Options | 2000 | 45 |
| 12 | 1996 | 45 | |
| 13 | 2002 | 44 | |
| 14 | 2005 | 43 | |
| 15 | 2003 | 43 | |
| 16 | 2001 | 36 | |
| 17 | 2002 | 35 | |
| 18 | Volatility Prediction: A Comparison of the Stochastic Volatility, GARCH (1,1) and EGARCH (1,1) Models. | 2001 | 28 |
| 19 | 2006 | 27 | |
| 20 | 2002 | 26 |
About Harry M. Kat
Harry M. Kat is a scholar working on Finance, Economics and Econometrics, Accounting, Management Science and Operations Research and General Economics, Econometrics and Finance, having authored 62 papers that have together received 1.6k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (41 papers), Market Dynamics and Volatility (19 papers), Stochastic processes and financial applications (14 papers), Complex Systems and Time Series Analysis (12 papers), Financial Risk and Volatility Modeling (11 papers), Monetary Policy and Economic Impact (6 papers), Capital Investment and Risk Analysis (5 papers) and Financial Literacy, Pension, Retirement Analysis (5 papers). The work is most often cited by research in Finance (1.3k citations), Economics and Econometrics (958 citations), General Economics, Econometrics and Finance (258 citations), Management Science and Operations Research (255 citations) and Accounting (214 citations). Harry M. Kat has collaborated with scholars based in United Kingdom, United States and Netherlands. Frequent co-authors include Chris Brooks, Gaurav S. Amin, Ronald C. Heynen, Roel C. A. Oomen, Ryan J. Davies and Joëlle Miffre. Their work appears in journals such as The Journal of Portfolio Management, World Economy, Applied Mathematical Finance, The Journal of Alternative Investments and The Journal of Derivatives.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.