Science Explorer Back to mapMap
Discussion
Topic · Finance

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. 10.1% 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%
3.2k
per year above
Top-10% rate
10.1%
share of its works in the world top 10%
Growth, 2018-21 → 2022-25
-5%
the tick is no change
Largest producer
China
33% of the 10 largest, 2022-now
Financial Risk and Volatility Modeling
Drawing this view