专题:Financial Risk and Volatility Modeling

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.
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Count (and count-like) data in finance

article Full Text OpenAlex 1011 FWCI148.7963

The impact of the Russian-Ukrainian war on global financial markets

article Full Text OpenAlex 304 FWCI94.2385

Model averaging prediction by K-fold cross-validation

article Full Text OpenAlex 277 FWCI46.835

Targeting predictors in random forest regression

article Full Text OpenAlex 187 FWCI34.0086

Factor Models, Machine Learning, and Asset Pricing

article Full Text OpenAlex 185 FWCI29.2139

Practical Portfolio Performance Measurement and Attribution

book Full Text OpenAlex 163 FWCI10.3293

Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach

article Full Text OpenAlex 150 FWCI25.5851

Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine

article Full Text OpenAlex 144 FWCI28.5951

What makes firms vulnerable to the Russia–Ukraine crisis?

article Full Text OpenAlex 136 FWCI27.1789

The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?

article Full Text OpenAlex 135 FWCI23.7957