ABOUT US

The Volatility Institute at NYU Shanghai (VINS), located at the school’s Pudong Academic Building in the heart of Lujiazui, China’s financial center, aims to create opportunities for research focused on both the Chinese financial markets and markets around the world. It also seeks to facilitate collaboration and community-building among market participants and academic researchers within China and abroad, as well as help improve global financial markets by providing timely financial information and analysis to academics, practitioners, regulators and policy makers through innovative technology platforms and services.
上海纽约大学金融波动研究所于2014年11月27日在中国的金融中心上海陆家嘴成立。该研究所旨在推动对中国乃至全球金融市场的实证研究,促进学术界和金融业界在研究领域的合作, 并通过金融计量技术创新的平台为学术界、金融业界,以及监管、决策部门提供及时的金融市场信息和分析,从而为金融产业及市场的发展做出贡献。

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The Volatility Institute at NYU Shanghai, with generous support from the Finance Service Bureau Pudong and NYU Shanghai, will operate in close partnership with the Volatility Institute at the New York University Stern School of Business, which is under the direction of Nobel Laureate and volatility expert Robert Engle. The Volatility Institute at NYU Stern School of Business, created by Engle in March 2009, has the over-arching mission to develop and disseminate cutting-edge research on risks in global financial markets and in financial econometrics that will ultimately contribute in a meaningful way to international financial policy.
上海纽约大学波动研究所的成立得到浦东国际金融研究交流中心和学校其它部门的大力支持。纽约大学斯特恩商学院波动研究所是上海纽约大学波动研究所的重要合作伙伴。斯特恩商学院波动研究所由罗伯特•恩格尔教授(诺贝尔奖获得者)于2009年创立。该研究所自成立以来,对金融市场,尤其是美国金融市场的风险和金融计量经济学的相关前沿课题进行了实证研究,并取得了一定的成果。

One of the research tools of the Volatility Institute is the Volatility Lab (V-Lab), which provides real-time measurement, modeling and forecasting of financial volatility, correlations, and risk for a wide spectrum of assets. V-Lab blends together both classic models, including Engle’s award-winning ARCH model, as well as some of the latest advances proposed in financial econometrics literature. Its aim is to provide real-time evidence on market dynamics for researchers, regulators, and practitioners. The V-Lab currently runs 28,900 analyses on 6,053 data sets, producing a total of 63,766 series each day.
波动实验室(V-Lab)是研究所的一个重要组成部分。通过对各类金融资产的波动性,相关度,及其他风险维度的实时度量,建模, 和预测,以及将金融学和金融计量经济学的经典理论(包括恩格尔教授获诺奖的ARCH模型)和相关学术领域的最新研究成果相结合,波动实验室力图向学术界,金融业界,和监管、决策部门提供实时的市场动态资信及分析。 目前实验室的数据库包括了超过6000种金融机构、资产的时间序列,对这些数据作了近29000项应用分析,每天提供大量的系列信息。