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Journals / Ege Akademik Bakış Dergisi / 2026 / Cilt: 24 Sayı: 2

Bibliometric Analysis of Studies of Published in the Field of Volatility

Özkan Şahin(DÜZCE ÜNİVERSİTESİ, İŞLETME FAKÜLTESİ)0000-0001-5341-1274
Erkan Bil(ÇANAKKALE ONSEKİZ MART ÜNİVERSİTESİ, SİYASAL BİLGİLER FAKÜLTESİ)0000-0003-4301-3816
Pages
131–148
Publication Date
2024-05-25
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

It has been observed that the main objectives of the studies conducted are either to compare the performance of existing volatility estimation models or to develop new models by adding new variables.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:Volatility, which is used to determine the risk structure of financial markets or instruments, is one of the most used methods by researchers.
📊
Key Findings & Data:In this study which is conducted to reveal the tag of volatility studies, 11,894 articles related to volatility between 1975 and 2020, which were scanned in the Web of Science database, were subjected to bibliometric analysis.
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Conclusion & Impact:It has been observed that the main objectives of the studies conducted are either to compare the performance of existing volatility estimation models or to develop new models by adding new variables.
🔬Design:Modeling & Simulation
📍Scope:2020 Verileri
⚙️Variables:Bibliometric Analysis · Volatility · Web of Science

Abstract

Volatility, which is used to determine the risk structure of financial markets or instruments, is one of the most used methods by researchers. In this study which is conducted to reveal the tag of volatility studies, 11,894 articles related to volatility between 1975 and 2020, which were scanned in the Web of Science database, were subjected to bibliometric analysis. As a consequence of the investigation, the details of the subject such as the country with the highest number of publications, institutions, the most cited authors, articles, leading journals and keywords in the field were revealed. As a consequence of the, it was determined that the authors worked on three basic subjects such as "stocks and stock markets", "exchange rates" and "macroeconomic indicators" on volatility. It has been observed that the main objectives of the studies conducted are either to compare the performance of existing volatility estimation models or to develop new models by adding new variables.

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Cite This Article

Şahin, Ö., Bil, E. (2024). Bibliometric Analysis of Studies of Published in the Field of Volatility. Ege Akademik Bakış Dergisi, Cilt: 24 Sayı: 2, 131–148. https://doi.org/10.21121/eab.922952

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