ScholarIQanswers from OpenAlex
Financial Risk and Volatility Modeling
TopicLeading institutions, researchers & key papers
Financial Risk and Volatility Modeling is a topic indexed in ScholarIQ from OpenAlex.
What is known about Financial Risk and Volatility Modeling?
ScholarIQrecord 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?
ScholarIQindexed works
Financial Risk and Volatility Modeling has 21 works in the ScholarIQ index. The count is the OpenAlex total, not the number of papers listed on this page.
What is the OpenAlex record for Financial Risk and Volatility Modeling?
ScholarIQopenalex
The OpenAlex for Financial Risk and Volatility Modeling is on the source record.
What are the most-cited papers on Financial Risk and Volatility Modeling?
ScholarIQmost cited works
Local Gaussian correlation: A new measure of dependence
Dag Tjøstheim, Karl Ove Hufthammer
A robust estimator for the tail index of Pareto-type distributions
Björn Vandewalle, Jan Beirlant, Andreas Christmann, Mia Hubert
Realized volatility forecasting and option pricing
Federico M. Bandi, Jeffrey R. Russell, Yang Chen
Using local Gaussian correlation in a nonlinear re-examination of financial contagion
Bård Støve, Dag Tjøstheim, Karl Ove Hufthammer
Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory
Haiying Wang, Ying Yuan, Yiou Li, Xunhong Wang
Where is Financial Risk and Volatility Modeling research published, and who funds it?
ScholarIQvenues & funding sources
TOP JOURNALS
TOP FUNDERS
National Science Foundation—
NIH—
Wellcome Trust—
European Research Council—
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How much of the research on Financial Risk and Volatility Modeling is open access?
ScholarIQopen access share
33%OPEN ACCESS