# Financial Risk and Volatility Modeling

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

## Facts

| Field | Value |
| --- | --- |
| 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 | t10282 |
| Works | 21 |

## Topic papers all

Showing 15 of 21.

- [The BUGS Book: A Practical Introduction to Bayesian Analysis](https://scholariq.org/papers/the-bugs-book-a-practical-introduction-to-bayesian-analysis/)
- [From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets](https://scholariq.org/papers/from-the-bird-s-eye-to-the-microscope-a-survey-of-new-stylized-facts-of-the/)
- [Multiscale systematic risk](https://scholariq.org/papers/multiscale-systematic-risk/)
- [Volatility spillovers between the Chinese and world equity markets](https://scholariq.org/papers/volatility-spillovers-between-the-chinese-and-world-equity-markets/)
- [Waiting time distributions in financial markets](https://scholariq.org/papers/waiting-time-distributions-in-financial-markets/)
- [Scaling properties of foreign exchange volatility](https://scholariq.org/papers/scaling-properties-of-foreign-exchange-volatility/)
- [Local Gaussian correlation: A new measure of dependence](https://scholariq.org/papers/local-gaussian-correlation-a-new-measure-of-dependence/)
- [TESTING FOR UNIT ROOTS IN PANELS WITH A FACTOR STRUCTURE](https://scholariq.org/papers/testing-for-unit-roots-in-panels-with-a-factor-structure/)
- [A robust estimator for the tail index of Pareto-type distributions](https://scholariq.org/papers/a-robust-estimator-for-the-tail-index-of-pareto-type-distributions/)
- [Realized volatility forecasting and option pricing](https://scholariq.org/papers/realized-volatility-forecasting-and-option-pricing/)
- [Using local Gaussian correlation in a nonlinear re-examination of financial contagion](https://scholariq.org/papers/using-local-gaussian-correlation-in-a-nonlinear-re-examination-of-financial/)
- [Towards estimating extremal serial dependence via the bootstrapped extremogram](https://scholariq.org/papers/towards-estimating-extremal-serial-dependence-via-the-bootstrapped-extremogram/)
- [Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory](https://scholariq.org/papers/financial-contagion-and-contagion-channels-in-the-forex-market-a-new-approach/)
- [Improved reduced-bias tail index and quantile estimators](https://scholariq.org/papers/improved-reduced-bias-tail-index-and-quantile-estimators/)
- [A Robust Estimator of the Tail Index Based on an Exponential Regression Model](https://scholariq.org/papers/a-robust-estimator-of-the-tail-index-based-on-an-exponential-regression-model/)

## Topic primary papers

- [Local Gaussian correlation: A new measure of dependence](https://scholariq.org/papers/local-gaussian-correlation-a-new-measure-of-dependence/)
- [A robust estimator for the tail index of Pareto-type distributions](https://scholariq.org/papers/a-robust-estimator-for-the-tail-index-of-pareto-type-distributions/)
- [Realized volatility forecasting and option pricing](https://scholariq.org/papers/realized-volatility-forecasting-and-option-pricing/)
- [Using local Gaussian correlation in a nonlinear re-examination of financial contagion](https://scholariq.org/papers/using-local-gaussian-correlation-in-a-nonlinear-re-examination-of-financial/)
- [Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory](https://scholariq.org/papers/financial-contagion-and-contagion-channels-in-the-forex-market-a-new-approach/)
- [Improved reduced-bias tail index and quantile estimators](https://scholariq.org/papers/improved-reduced-bias-tail-index-and-quantile-estimators/)
- [Realized Volatility Forecasting in the Presence of Time-Varying Noise](https://scholariq.org/papers/realized-volatility-forecasting-in-the-presence-of-time-varying-noise/)
- [Semi-Parametric Probability-Weighted Moments Estimation Revisited](https://scholariq.org/papers/semi-parametric-probability-weighted-moments-estimation-revisited/)
- [Some comments on the estimation of a dependence index in bivariate extreme value statistics](https://scholariq.org/papers/some-comments-on-the-estimation-of-a-dependence-index-in-bivariate-extreme-value/)

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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.