Item talk:Q167345

OpenAlex: !!python/object/new:pyalex.api.Topic

 dictitems:
   cited_by_count: 782028
   created_date: '2024-01-23'
   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.
   display_name: Modeling and Forecasting Financial Volatility
   domain:
     display_name: Social Sciences
     id: https://openalex.org/domains/2
   field:
     display_name: Economics, Econometrics and Finance
     id: https://openalex.org/fields/20
   id: https://openalex.org/T10282
   ids:
     openalex: https://openalex.org/T10282
     wikipedia: https://en.wikipedia.org/wiki/Volatility_(finance)
   keywords:
   - Volatility
   - GARCH Models
   - Copula Modeling
   - Stochastic Volatility
   - Contagion
   - Dependence
   - Realized Volatility
   - Risk Management
   - Multivariate Analysis
   - Market Integration
   siblings:
   - display_name: Analysis of Impact Investing in Finance and Social Policy
     id: https://openalex.org/T14464
   - display_name: Application of Real Options in Investment Strategies
     id: https://openalex.org/T11976
   - display_name: Asset Pricing and Market Efficiency
     id: https://openalex.org/T10047
   - display_name: Banking and Finance in Economic Systems
     id: https://openalex.org/T10127
   - display_name: Causes and Consequences of Eurozone Financial Crisis
     id: https://openalex.org/T14166
   - display_name: Determinants of Credit Risk in Financial Markets
     id: https://openalex.org/T11496
   - display_name: Evolution of Global Financial Systems
     id: https://openalex.org/T14317
   - display_name: Financialization of the Economy
     id: https://openalex.org/T11817
   - display_name: Financing of Health Care Systems and Universal Coverage
     id: https://openalex.org/T11531
   - display_name: Global Financial Crisis and Banking Regulations
     id: https://openalex.org/T14154
   - display_name: Global Governance of Financial Regulation and Supervision
     id: https://openalex.org/T13074
   - display_name: Impact of Green Bonds on Climate Finance
     id: https://openalex.org/T13146
   - display_name: International Finance and Capital Flows
     id: https://openalex.org/T10503
   - display_name: The First Global Financial Crisis of the 21st Century
     id: https://openalex.org/T14101
   - display_name: Theory and Applications of Option Pricing Models
     id: https://openalex.org/T10067
   subfield:
     display_name: Finance
     id: https://openalex.org/subfields/2003
   updated_date: '2024-05-20T05:04:14.986767'
   works_count: 39036