A bibliometric overview of volatility

Abstract

Price volatility is a matter of importance for making decisions in the finance world. The growing studies regarding volatility have focused on minimizing the risks through modeling, estimating and forecasting. This paper presents a bibliometric overview of the most important authors, institutions and countries that work on the topic. Additionally, a historical analysis of how the agents have interrelated is presented. For the purposes of the analysis and the design of tables and graphics, tools from the Web of Science Core Collection and the VOSviewer software were used. The results show the importance of volatility in the study of business economics and decision making.