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Past Conferences

"Volatilities and Correlations in Stressed Markets" (2009)

Sponsored by: The Center for the Study of Auctions, Procurements and Competition Policy (CAPCP), the Center for Research on International Financial and Energy Security (CRIFES) at the Pennsylvania State University, FinEx Plus LLC, the Institute for Financial Studies (IFS) and the Society for Financial Econometrics (SoFiE)

View our Program.

Date: April 3, 2009

Location: New York University Stern School of Business


The V-Lab

The Volatility Institute's V-Lab (Volatility Laboratory) calculates volatilities and correlations every day on a wide range of assets using various methods. It produces volatility forecasts up to a year in advance.
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