# Financial Risk and Volatility Modeling

**Type:** Topics  
**Canonical URL:** https://scholariq.org/topics/financial-risk-and-volatility-modeling-2/

## Facts

| Field | Value |
| --- | --- |
| Citations | 999,069 |
| 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. |
| Domain | Social Sciences |
| Field | Economics, Econometrics and Finance |
| OpenAlex ID | https://openalex.org/T10282 |
| Works | 59,680 |

## Topic researchers

Showing 12 of 20.

- [Robert Tibshirani](https://scholariq.org/researchers/robert-tibshirani/)
- [Trevor Hastie](https://scholariq.org/researchers/trevor-hastie/)
- [Eugene F. Fama](https://scholariq.org/researchers/eugene-f-fama/)
- [Andrei Shleifer](https://scholariq.org/researchers/andrei-shleifer/)
- [Vladimir Vapnik](https://scholariq.org/researchers/vladimir-vapnik/)
- [Michael C. Jensen](https://scholariq.org/researchers/michael-c-jensen-2/)
- [H. Eugene Stanley](https://scholariq.org/researchers/h-eugene-stanley/)
- [M. Hashem Pesaran](https://scholariq.org/researchers/m-hashem-pesaran/)
- [Bernhard Schölkopf](https://scholariq.org/researchers/bernhard-scholkopf/)
- [Robert F. Engle](https://scholariq.org/researchers/robert-f-engle/)
- [Kenneth R. French](https://scholariq.org/researchers/kenneth-r-french/)
- [Andrew Gelman](https://scholariq.org/researchers/andrew-gelman/)

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Source: ScholarIQ — public research metadata, principally OpenAlex. See https://scholariq.org/sources/ for provenance and https://scholariq.org/methodology/ for what these figures mean.