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Financial Risk and Volatility Modeling

TopicLeading institutions, researchers & key papers

Financial Risk and Volatility Modeling is a topic indexed in PICO Portal from OpenAlex.

What is known about Financial Risk and Volatility Modeling?

PICO Portalrecord summary

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.

How many works does Financial Risk and Volatility Modeling have?

PICO Portalindexed works

Financial Risk and Volatility Modeling has 59,680 works in the PICO Portal index. The count is the OpenAlex total, not the number of papers listed on this page.

How many citations does Financial Risk and Volatility Modeling have?

PICO Portalcitation count

Financial Risk and Volatility Modeling has 999,069 citations in the OpenAlex counts PICO Portal stores.

What is the OpenAlex record for Financial Risk and Volatility Modeling?

PICO Portalopenalex

The OpenAlex for Financial Risk and Volatility Modeling is on the source record.

Who are the most-cited researchers behind Financial Risk and Volatility Modeling?

PICO Portaltop researchers by citations
1
Robert Tibshirani · Statistical Methods and Inference
1,037 works392,382 citations
2
Trevor Hastie · Statistical Methods and Inference
656 works297,993 citations
3
Eugene F. Fama · Financial Markets and Investment Strategies
240 works260,639 citations
4
Andrei Shleifer · Corporate Finance and Governance
523 works232,732 citations
5
Vladimir Vapnik · Neural Networks and Applications
150 works225,637 citations

Where is Financial Risk and Volatility Modeling research published, and who funds it?

PICO Portalvenues & funding sources

TOP JOURNALS

No journal data available yet.

TOP FUNDERS

National Science Foundation—
NIH—
Wellcome Trust—
European Research Council—
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