{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","description":"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.","keywords":[{"id":"https://openalex.org/keywords/value-at-risk","display_name":"value at risk","score":0.4714},{"id":"https://openalex.org/keywords/volatility-forecasting","display_name":"volatility forecasting","score":0.7643},{"id":"https://openalex.org/keywords/garch-models","display_name":"GARCH models","score":0.6946},{"id":"https://openalex.org/keywords/volatility-spillovers","display_name":"volatility spillovers","score":0.617},{"id":"https://openalex.org/keywords/stock-market-volatility","display_name":"stock market volatility","score":0.3224},{"id":"https://openalex.org/keywords/volatility-modeling","display_name":"volatility modeling","score":0.7514},{"id":"https://openalex.org/keywords/copulas","display_name":"copulas","score":0.2151},{"id":"https://openalex.org/keywords/volatility-asymmetry","display_name":"asymmetric volatility","score":0.7801},{"id":"https://openalex.org/keywords/conditional-heteroscedasticity","display_name":"conditional heteroskedasticity","score":0.69},{"id":"https://openalex.org/keywords/financial-contagion","display_name":"financial contagion","score":0.2182},{"id":"https://openalex.org/keywords/realized-volatility","display_name":"realized volatility","score":0.7116},{"id":"https://openalex.org/keywords/financial-time-series","display_name":"financial time series","score":0.2313},{"id":"https://openalex.org/keywords/high-frequency-data","display_name":"high-frequency data","score":0.3504},{"id":"https://openalex.org/keywords/conditional-value-at-risk","display_name":"conditional value at risk","score":0.2245},{"id":"https://openalex.org/keywords/s-p-500","display_name":"S&P 500","score":0.2176},{"id":"https://openalex.org/keywords/leverage-effect","display_name":"leverage effect","score":0.6241},{"id":"https://openalex.org/keywords/dynamic-conditional-correlation","display_name":"dynamic conditional correlation","score":0.6923},{"id":"https://openalex.org/keywords/volatility-persistence","display_name":"volatility persistence","score":0.7571},{"id":"https://openalex.org/keywords/risk-measurement","display_name":"risk measurement","score":0.2392},{"id":"https://openalex.org/keywords/conditional-volatility","display_name":"conditional variance","score":0.5459},{"id":"https://openalex.org/keywords/implied-volatility","display_name":"implied volatility","score":0.2544},{"id":"https://openalex.org/keywords/egarch","display_name":"EGARCH","score":0.7347},{"id":"https://openalex.org/keywords/volatility-clustering","display_name":"volatility clustering","score":0.5589},{"id":"https://openalex.org/keywords/arch-models","display_name":"ARCH models","score":0.6577},{"id":"https://openalex.org/keywords/portfolio-risk","display_name":"portfolio risk","score":0.3069}],"legacy_keywords":"Volatility; GARCH Models; Copula Modeling; Stochastic Volatility; Contagion; Dependence; Realized Volatility; Risk Management; Multivariate Analysis; Market Integration","ids":{"openalex":"https://openalex.org/T10282","wikipedia":"https://en.wikipedia.org/wiki/Volatility_(finance)"},"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"},"siblings":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies"},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications"},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency"},{"id":"https://openalex.org/T10503","display_name":"Global Financial Crisis and Policies"},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations"},{"id":"https://openalex.org/T11531","display_name":"Healthcare Systems and Reforms"},{"id":"https://openalex.org/T11817","display_name":"Housing, Finance, and Neoliberalism"},{"id":"https://openalex.org/T11976","display_name":"Capital Investment and Risk Analysis"},{"id":"https://openalex.org/T13074","display_name":"Global Financial Regulation and Crises"},{"id":"https://openalex.org/T13146","display_name":"Sustainable Finance and Green Bonds"},{"id":"https://openalex.org/T14101","display_name":"Financial Crisis of the 21st Century"},{"id":"https://openalex.org/T14154","display_name":"finance, banking, and market dynamics"},{"id":"https://openalex.org/T14166","display_name":"European Monetary and Fiscal Policies"},{"id":"https://openalex.org/T14317","display_name":"Finance, Markets, and Regulation"},{"id":"https://openalex.org/T14464","display_name":"Community Development and Social Impact"}],"works_count":93305,"cited_by_count":1262767,"works_api_url":"https://api.openalex.org/works?filter=topics.id:T10282","updated_date":"2026-10-18T03:01:31","created_date":"2024-01-23T15:27:05"}