Item talk:Q167345

{

 "id": "https://openalex.org/T10282",
 "display_name": "Modeling and Forecasting Financial Volatility",
 "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": [
   "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/T14464",
     "display_name": "Analysis of Impact Investing in Finance and Social Policy"
   },
   {
     "id": "https://openalex.org/T11976",
     "display_name": "Application of Real Options in Investment Strategies"
   },
   {
     "id": "https://openalex.org/T10047",
     "display_name": "Asset Pricing and Market Efficiency"
   },
   {
     "id": "https://openalex.org/T10127",
     "display_name": "Banking and Finance in Economic Systems"
   },
   {
     "id": "https://openalex.org/T14166",
     "display_name": "Causes and Consequences of Eurozone Financial Crisis"
   },
   {
     "id": "https://openalex.org/T11496",
     "display_name": "Determinants of Credit Risk in Financial Markets"
   },
   {
     "id": "https://openalex.org/T14317",
     "display_name": "Evolution of Global Financial Systems"
   },
   {
     "id": "https://openalex.org/T11817",
     "display_name": "Financialization of the Economy"
   },
   {
     "id": "https://openalex.org/T11531",
     "display_name": "Financing of Health Care Systems and Universal Coverage"
   },
   {
     "id": "https://openalex.org/T14154",
     "display_name": "Global Financial Crisis and Banking Regulations"
   },
   {
     "id": "https://openalex.org/T13074",
     "display_name": "Global Governance of Financial Regulation and Supervision"
   },
   {
     "id": "https://openalex.org/T13146",
     "display_name": "Impact of Green Bonds on Climate Finance"
   },
   {
     "id": "https://openalex.org/T10503",
     "display_name": "International Finance and Capital Flows"
   },
   {
     "id": "https://openalex.org/T14101",
     "display_name": "The First Global Financial Crisis of the 21st Century"
   },
   {
     "id": "https://openalex.org/T10067",
     "display_name": "Theory and Applications of Option Pricing Models"
   }
 ],
 "works_count": 39411,
 "cited_by_count": 925213,
 "updated_date": "2024-08-26T05:46:28.540235",
 "created_date": "2024-01-23"

}