Research Topic
Financial Risk and Volatility Modeling
This cluster of papers focuses on modeling and forecasting financial volatility, including topics such as GARCH models, copula modeling, stochastic volatility, contagion, dependence, realized volatility, and risk management in the context of market integration.
Works
57,239
Citations
982,417
Domain
Social Sciences
Field
Economics, Econometrics and Finance
Subfield
Finance
OpenAlex ID
T10282
Taxonomy Context
Social Sciences / Economics, Econometrics and Finance / Finance
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