Concepedia

Concept

volatility modeling

Parents

12.1K

Publications

1.1M

Citations

15.3K

Authors

3.8K

Institutions

About

Volatility modeling is a methodological approach within quantitative finance focused on the quantitative analysis, estimation, and forecasting of the variability or dispersion of financial asset returns or prices over time. It investigates the dynamic patterns, clustering, and persistence of volatility using advanced statistical and econometric techniques, such as conditional heteroskedasticity models, and is fundamental for risk management, asset valuation, and portfolio allocation in financial markets.

Top Authors

Rankings shown are based on concept H-Index.

EB

Lebanese American University

FM

Southwest Jiaotong University

RG

University of Pretoria

TB

Duke University

RF

New York University

Top Institutions

Rankings shown are based on concept H-Index.

National Bureau of Economic Research

Cambridge, United States

Duke University

Durham, United States

New York University

New York, United States

Washington D.C., United States