Centers & Institutes

NYU Shanghai opened the Volatility Institute at NYU Shanghai(VINS) in November 2014. 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.

The Volatility Institute at NYU Shanghai, under the co-direction of 2003 Nobel Laureate in Economics, Professor Robert F. Engle and Professor of Economics, Jianye Wang, with generous support from the Finance Service Bureau Pudong and NYU Shanghai, operates in close partnership with the Volatility and Risk Institute at the New York University Stern School of Business. NYU Stern’s Volatility and Risk Institute (VRI) is an expansion of the School’s celebrated Volatility Institute, founded in 2004, 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.

The Volatility Institutes offer powerful research tools-Volatility Lab (V-lab) at NYU Stern Business School and VINSIGHT at NYU Shanghai, to analyze financial market risks. V-Lab provides real-time measurement, modeling and forecasting of financial volatility, correlations, and risk for a wide spectrum of assets around the globe. 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. VINSIGHT focuses on China financial markets. It provides daily volatility analyses for major stock indices and stocks across different regions, industries and types.