Keyphrases
Volatility
57%
Structural Breaks
37%
Volatility Transmission
31%
Oil Price
29%
Financial Markets
26%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
22%
Volatility Shifts
21%
Volatility Persistence
18%
Market Participants
17%
Stock Returns
17%
Sudden Change
14%
Volatility Spillover
13%
Sectoral Indices
13%
Hedging
12%
At-risk
12%
Bivariate GARCH
11%
Time-varying Volatility
10%
Change in Variance
10%
Index Returns
9%
US Stock Market
9%
Conditional Variance
8%
Stock Market
8%
Oil Price Shocks
8%
Stock Market Volatility
8%
Shock Transmission
7%
Cross-market
7%
Sum of Squares
6%
Common Information
6%
Shock
6%
Oil Shocks
6%
Risk Management
6%
Sectoral Stock Returns
6%
Hedge Ratio
6%
Volatility Dynamics
5%
Monte Carlo Simulation
5%
Precious Metals
5%
Currency Exchange Rate
5%
Financial Assets
5%
Daily Data
5%
Positive Shocks
5%
Exchange Rate
5%
Dynamic Connectedness
5%
Negative Shocks
5%
Economics, Econometrics and Finance
Volatility
100%
Capital Market Returns
21%
ARCH Model
20%
Financial Market
16%
Spillover Effect
14%
Exchange Rate
13%
Hedging
9%
Generalized Autoregressive Conditional Heteroskedasticity
7%
Time Series
6%
Risk Management
6%
Dynamic Connectedness
6%
Investors
5%
