Keyphrases
Volatility
100%
Iterative Algorithm
100%
Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
100%
Sectoral Indices
100%
Modeling Volatility
100%
Index Returns
100%
Shock
50%
Knowledge-how
50%
Asset Pricing
50%
Sudden Change
50%
Financial Markets
50%
Risk Management
50%
Sum of Squares
50%
Volatility Shifts
50%
Volatility Persistence
50%
Market Participants
50%
Financial Assets
50%
Volatility Pattern
50%
Pricing Risk
50%
Risk Portfolio
50%
Portfolio Optimization
50%
Economics, Econometrics and Finance
Volatility
100%
ARCH Model
100%
Asset Pricing
16%
Executive Selection
16%
Financial Market
16%
Risk Management
16%
Portfolio Selection
16%
Computer Science
Risk Management
100%
Financial Asset
100%
Mathematics
GARCH Model
100%
Periodic Time
50%
Sum of Squares
50%