Tuesday, March 3, 2009

Robert Engle’s Volatility Laboratory

New York University’s Stern School of Business has just launched a Volatility Institute that is run by Robert Engle. Under the umbrella of the Volatility Institute is Robert Engle’s Volatility Laboratory, also known as Vlab for short. Vlab is still in beta, but is definitely worth checking out and keeping an eye on to see how it evolves.

Two other interesting resources on the Volatility Institute’s web site are a working papers section and a listing of events.

For easy reference, I have added the Volatility Institute to my VIX and Sentiment Links section in the right hand column of the blog.

1 comments:

Anonymous said...

looks too clever for me.

Are they looking at historic volatility or implied volatility?

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