Bibliometric Analysis Studies of Published in the Field of Volatility

dc.contributor.authorSahin, Ozkan
dc.contributor.authorBil, Erkan
dc.date.accessioned2024-08-23T16:03:49Z
dc.date.available2024-08-23T16:03:49Z
dc.date.issued2024en_US
dc.departmentDüzce Üniversitesien_US
dc.description.abstractVolatility, 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, 15,132 articles related to volatility between 1980 and 2023, 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, 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 are either to compare the performance of existing volatility estimation models or to develop new models by adding new variables.en_US
dc.description.sponsorshipTable 5: First Largest Cluster The Most Fundemental Authors Tableen_US
dc.description.sponsorshipTable 5: First Largest Cluster The Most Fundemental Authors Tableen_US
dc.identifier.doi10.21121/eab.922952
dc.identifier.endpage148en_US
dc.identifier.issn1303-099X
dc.identifier.issue2en_US
dc.identifier.startpage131en_US
dc.identifier.urihttps://doi.org/10.21121/eab.922952
dc.identifier.urihttps://hdl.handle.net/20.500.12684/13913
dc.identifier.volume24en_US
dc.identifier.wosWOS:001239683300001en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.language.isoenen_US
dc.publisherEge Univ, Fac Economics & Admin Sciencesen_US
dc.relation.ispartofEge Academic Reviewen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectBibliometric Analysisen_US
dc.subjectVolatilityen_US
dc.subjectWeb of Scienceen_US
dc.subjectFinanceen_US
dc.subjectRisken_US
dc.subjectStochastic Volatilityen_US
dc.subjectBusinessen_US
dc.subjectOptionsen_US
dc.subjectReturnen_US
dc.titleBibliometric Analysis Studies of Published in the Field of Volatilityen_US
dc.typeArticleen_US

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