Garch models is a methodological framework within econometrics and time series analysis designed to model and forecast the conditional variance of a stochastic process. This class of models is particularly significant for its ability to capture phenomena such as volatility clustering, where periods of high volatility tend to be followed by periods of high volatility, and vice versa.
482
Publications
37.1K
Citations
920
Authors
531
Institutions
Publications per year
2017–2026
136
Parents
Publications
482
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Authors
920
Leading researchers in Garch Models. Counts cover only their work on this concept, not their overall record.
| Publications | Citations | H-Index | |
|---|---|---|---|
TT Stockholm School of Economics | 6 | 530 | 6 |
SL UCLouvain | 6 | 793 | 6 |
SL Hong Kong University of Science and Technology | 5 | 511 | 5 |
MB Yıldız Technical University | 5 | 291 | 5 |
SL Seoul National University | 5 | 128 | 5 |
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1–5 of 920
Institutions
531
Leading universities and research organizations in Garch Models. Counts cover only their work on this concept, not their overall record.
| Publications | Citations | H-Index | |
|---|---|---|---|
 Pok Fu Lam, Hong Kong | 13 | 787 | 8 |
Palaiseau, France | 16 | 4.1K | 7 |
 Hong Kong, Hong Kong | 7 | 625 | 6 |
 Beijing, China | 8 | 885 | 5 |
 Toronto, Canada | 8 | 747 | 5 |
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1–5 of 531
Venues
Leading journals and conferences in Garch Models. Counts cover only their publications on this concept, not their overall record.
| Publications | Citations | H-Index | |
|---|---|---|---|
30 | 1.6K | 21 | |
16 | 4.7K | 14 | |
16 | 1K | 13 | |
13 | 1.4K | 13 | |
10 | 492 | 10 |
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