Title:
Vlab: real-time financial volatility and correlation measurement, modeling, and forecasting.

Description:
The Volatility Laboratory provides real time measurement, modeling and forecasting of financial volatility, correlations and risk 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. Recent Updates New Long Term Forecasting section of the Vlab! The Vlab is currently running 830 analyses on 463 datasets producing a total of 5676 series each day!

Keywords:
The Volatility Laboratory provides real time measurement, modeling and forecasting of financial volatility, correlations and risk for a wide spectrum

Site Added:
2011-06-08 22:33:55

Site is listed in the following Categories:
- Investment