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Past Conferences

"Long Term Volatility and Economic Fundamentals"

The Third Annual Volatility Institute Conference at New York University Stern School of Business

Date:  April 8, 2011

Hosted by
Robert F. Engle, Director of the Volatility Institute.

Sponsored by The Volatility Institute, Deutsche Bank and SoFiE (Society for Financial Econometrics.)

See our Conference Website and view our Program or Slide Show.

With the massive increase in Government Debt and Central Bank balance sheets around the world, record low interest rates, fears of both inflation and deflation and persistently high unemployment, the prospect for financial volatility is of great interest. This conference will feature a panel on the Volatility Outlook and seek to present work recognizing the relation between economic fundamentals, long term volatility and risk. It will also feature new research on the measurement and forecasting of volatility in the short and long run for equities and other asset classes such as fixed income, options and CDS.

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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