VLAB

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Abstract
The Volatility Laboratory (V-Lab) provides real time measurement, modeling and forecasting of financial volatility and correlations for a wide spectrum of assets. V-Lab 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.
Research Area
Corporate Finance
Keywords
leveraged buyouts, syndicated loans, systemic risk
JEL Classification
G21, G23, G28
Working Paper References
Topic
Stability and Regulation
Corporate Finance
Systematic Risk
Publication Type
Research Data
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Attribution-ShareAlike 4.0 International
Except where otherwise noted, this item's license is described as Attribution-ShareAlike 4.0 International