Robert Engle: Monitoring Risk with V-LAB

Robert Engle: Monitoring Risk with V-LAB

Robert Engle discusses the statistical tools for research and analysis of risk that he has developed and published via V-LAB, an innovative public web site where daily estimates of volatilities and correlations for more than a thousand assets can be fo...

Summary

Robert Engle discusses the statistical tools for research and analysis of risk that he has developed and published via V-LAB, an innovative public web site where daily estimates of volatilities and correlations for more than a thousand assets can be found.