Rob Engle's Volatility Laboratory
The Volatility Laboratory provides real time measurement, modeling and forecasting of financial volatility and correlations for a wide spectrum of assets. Vlab blends together both classic models as well as some of the latest advances proposed in the financial econometrics literature. The aim of the project is to provide real time evidence on market dynamics for both researchers and practitioners.
The Vlab is currently running 302 analyses on 85 datasets producing a total of 1002 series each day!
An Introduction to Financial Volatility: Prof. Rob Engle's video lectures on the Financial Times
News
- Vlab Beta public release!
March 1, 2009
To have access to a wider set of models and analyses sign in as user demo@example.com using password pass.
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