A SCIENTIFIC CLASSIFICATION OF VOLATILITY MODELS

C-Tier
Journal: Journal of Economic Surveys
Year: 2010
Volume: 24
Issue: 1
Pages: 192-195

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Abstract Modeling volatility, or predictable changes over time and space in a variable, is crucial in the natural and social sciences. Life can be volatile, and anything that matters, and which changes over time and space, involves volatility. Without volatility, many temporal and spatial variables would simply be constants. Our purpose is to propose a scientific classification of the alternative volatility models and approaches that are available in the literature, following the Linnaean taxonomy. This scientific classification is used because the literature has evolved as a living organism, with the birth of numerous new species of models.

Technical Details

RePEc Handle
repec:bla:jecsur:v:24:y:2010:i:1:p:192-195
Journal Field
General
Author Count
2
Added to Database
2026-01-25