segunda-feira, março 16, 2009

Volatility Lab

A Stern School of Business da NYU criou um instituto voltado para o estudo da Volatilidade em mercados financeiros. Volatility Institute.
A primeira realização é o Vlab (Volatility Lab):

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.