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 found.

This video is part of our Economics Amplified podcast series, which can be found on YouTube, iTunes and MindOnline.

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