Financial Risk and Volatility Modeling
Financial Risk and Volatility Modeling is a research topic within Finance. Science Explorer counts 32k research works in it since 1951. 26.4% of them reached the world's top 10% most cited for their field and year.
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.
- Volatility
- GARCH Models
- Copula Modeling
- Stochastic Volatility
- Contagion
- Dependence
- Realized Volatility
- Risk Management
- Multivariate Analysis
- Market Integration
- Research works
- 32k fractional, since 1951
- In the world top 10%
- 8.5k per year above
- Top-10% rate
- 26.4% share of its works in the world top 10%
- Growth, 2013–17 → 2018–22
- -5% the tick is no change
Which countries lead Financial Risk and Volatility Modeling research?
By volume, China and the United States publish the most (867 and 526 works in 2022–2025).
By volume, 2022–2025
- 1 China 867 works
- 2 United States 526 works
- 3 India 229 works
- 4 United Kingdom 227 works
- 5 France 198 works
- 6 Germany 172 works
- 7 Italy 166 works
- 8 Türkiye 149 works
- 9 Canada 125 works
- 10 Japan 103 works
How concentrated that is
The same countries as shares of everything the list above accounts for. A node where two countries do two thirds of the work and one spread evenly across twelve read alike as a ranking and not at all alike here.
Shares of the rows listed above, not of the whole node.
Which institutions lead Financial Risk and Volatility Modeling research?
By volume in 2022–2025, Southwestern University of Finance and Economics publishes the most Financial Risk and Volatility Modeling research, followed by Zhejiang Gongshang University and Shanghai University of Finance and Economics.
By volume, 2022–2025
- 1 Southwestern University of Finance and EconomicsChina 20 works
- 2 Zhejiang Gongshang UniversityChina 17 works
- 3 Shanghai University of Finance and EconomicsChina 16 works
- 4 Southwest Jiaotong UniversityChina 15 works
- 5 Centre National de la Recherche ScientifiqueFrance 15 works
- 6 The University of SydneyAustralia 15 works
- 7 Shandong UniversityChina 15 works
- 8 University of LisbonPortugal 14 works
- 9 Jilin UniversityChina 14 works
- 10 Sapienza University of RomeItaly 14 works
Who are the leading researchers in Financial Risk and Volatility Modeling?
The most-cited researchers publishing on Financial Risk and Volatility Modeling include Eugene F. Fama, H. Vincent Poor and Robert F. Engle.
- 1 Eugene F. Fama United States 12k citations
- 2 H. Vincent Poor United States 9.5k citations
- 3 Robert F. Engle United States 8.7k citations
- 4 Tim Bollerslev United States 7.8k citations
- 5 H. Eugene Stanley United States 5.5k citations
- 6 Clive W. J. Granger United States 4.5k citations
- 7 Benoît B. Mandelbrot United States 4.2k citations
- 8 Campbell R. Harvey United States 4.2k citations
Ranked by citations received across their whole record, among researchers with at least three works on this topic.
Where is Financial Risk and Volatility Modeling research done?
The largest centres of Financial Risk and Volatility Modeling research in 2022–2025 are Beijing (China), Shanghai (China), London (United Kingdom) and Nanjing (China). Among places with at least 20 works in it, it is an unusually large share of all research in Palaiseau.
Largest cities, 2022–2025
Where it is the local speciality
- PalaiseauFR · 20.9 works10×
Location quotient: how much more of its research is in Financial Risk and Volatility Modeling than the world average.
Where is the best place to study Financial Risk and Volatility Modeling?
Among universities, judged by research, Southwestern University of Finance and Economics, Shanghai University of Finance and Economics and Zhejiang Gongshang University score highest, combining excellence, specialisation, size, growth and international reach. Research strength is one signal when choosing where to study; it does not measure teaching.
One dot per university in the table below. The upper left is the interesting corner: small places doing unusually strong work.
| # | University | Score | Top 10% | Specialisation | Works | Growth |
|---|---|---|---|---|---|---|
| 1 | Southwestern University of Finance and EconomicsChina | 64.8 | 17.7% | 31.2× | 20 | +136.4% |
| 2 | Shanghai University of Finance and EconomicsChina | 58.4 | 17.7% | 35.2× | 16 | +111.1% |
| 3 | Zhejiang Gongshang UniversityChina | 57.4 | 25.6% | 24.7× | 17 | +26.0% |
| 4 | Southwest Jiaotong UniversityChina | 57.0 | 69.0% | 4.3× | 15 | +8.0% |
| 5 | University of PretoriaSouth Africa | 55.2 | 49.1% | 5.2× | 10 | +220.4% |
| 6 | Nanjing University of Finance and EconomicsChina | 54.0 | 47.7% | 13.9× | 8 | +89.8% |
| 7 | Chiang Mai UniversityThailand | 53.2 | 31.0% | 7.7× | 11 | +174.4% |
| 8 | University of International Business and EconomicsChina | 52.2 | 36.8% | 21.7× | 9 | +58.7% |
| 9 | University of SfaxTunisia | 48.1 | 43.7% | 8.1× | 9 | -5.8% |
| 10 | Central University of Finance and EconomicsChina | 46.2 | 26.3% | 19.7× | 10 | +27.6% |
Universities only. Score blends excellence (30%), specialisation (25%), size (20%), growth (15%) and international reach (10%), 2015–2022; growth compares 2010–14 with 2015–19.
Is Financial Risk and Volatility Modeling research growing?
Output in 2018–2022 was 5% lower than in 2013–2017, peaking in 2014. The fastest-growing topics are Financial Risk and Volatility Modeling.
The same series as a ribbon — one cell per year, darker for more. The line above answers how much; this answers when.
Which topics inside it are moving
Growth and decline on one axis around a shared zero. Two lists side by side hide the thing that matters: whether the growth dwarfs the decline, or the other way round.