Bibliometric Analysis of Studies of Published in the Field of Volatility

Year 2024, Volume: 24 Issue: 2, 131 - 148, 25.05.2024

Özkan Şahin Erkan Bil

https://doi.org/10.21121/eab.922952

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.

Keywords

Bibliometric Analysis, Volatility, Web of Science, Finance, Risk

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