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.


Anonymous said...

looks too clever for me.

Are they looking at historic volatility or implied volatility?

DISCLAIMER: "VIX®" is a trademark of Chicago Board Options Exchange, Incorporated. Chicago Board Options Exchange, Incorporated is not affiliated with this website or this website's owner's or operators. CBOE assumes no responsibility for the accuracy or completeness or any other aspect of any content posted on this website by its operator or any third party. All content on this site is provided for informational and entertainment purposes only and is not intended as advice to buy or sell any securities. Stocks are difficult to trade; options are even harder. When it comes to VIX derivatives, don't fall into the trap of thinking that just because you can ride a horse, you can ride an alligator. Please do your own homework and accept full responsibility for any investment decisions you make. No content on this site can be used for commercial purposes without the prior written permission of the author. Copyright © 2007-2023 Bill Luby. All rights reserved.
Web Analytics