Volatility Analysis is a quantitative financial analytics technique that measures and characterizes the magnitude, variability, and temporal dynamics of asset price or return fluctuations in order to assess and compare risk across securities, portfolios, or markets.
6.1K
Publications
470.9K
Citations
8.1K
Authors
2.7K
Institutions
Publications per year
2017–2026
1.9K
Publications
6.1K
Conditional Heteroskedasticity in Asset Returns: A New Approach
Daniel B. Nelson · Econometrica · 1991 · 10.4K citations
The Cross‐Section of Volatility and Expected Returns
Andrew Ang, Robert J. Hodrick, Yuhang Xing et al. · The Journal of Finance · 2006 · 4.8K citations
1–5 of 6.1K
Authors
8.1K
- TB
38
h-index
- FM
37
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- TG
36
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- FX
34
h-index
- EB
31
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1–5 of 8.1K
Institutions
2.7K
National Bureau of Economic Research
Cambridge, United States
63 h-index
219 publications
48.4K citations
Duke University
Durham, United States
56 h-index
129 publications
21.4K citations
Southwest Jiaotong University
Chengdu, China
48 h-index
246 publications
15K citations
New York University
New York, United States
48 h-index
105 publications
17.1K citations
Aarhus University
Aarhus, Denmark
48 h-index
139 publications
17.3K citations
University of Pennsylvania
Philadelphia, United States
39 h-index
67 publications
21.5K citations
Federal Reserve Board of Governors
Washington D.C., United States
33 h-index
94 publications
8.6K citations
Federal Reserve
Washington D.C., United States
33 h-index
96 publications
8.4K citations
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Venues
- SSRN Electronic Journal
Repository · 618 publications · 26.6K citations
75
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- The Journal of Finance
82 publications · 46.6K citations
64
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- Energy Economics
119 publications · 13.4K citations
64
h-index
- Journal of Econometrics
120 publications · 22.5K citations
59
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- Journal of Futures Markets
183 publications · 10K citations
54
h-index
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