1.V-Lab——The Volatility Institute:http://vlab.stern.nyu.edu/; The Volatility Institute(V-Lab) 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 as well as some of the latest advances proposed in the financial econometrics literature. The aim of the website is to provide real time evidence on market dynamics for researchers, regulators, and practitioners. V-Lab is currently running 83,522 analyses on 16,897 datasets producing a total of 140,358 series each day!
2.金融计量学博客:http://www.kevinsheppard.com/Main_Page;