Volatility or Vol as Market participants call it affectionately is the soul of Financial Markets. Recently I came across lot of resources on Volatility as my research also involves survey on Volatility.
- Nobel Laureate Robert F Engle on VOLATILITY. His FT Lectures here.
- R F Engle's take on Financial Market Volatility on Youtube.
- Interview with Engle by FX Diebold.
- In fact I am greatly influenced by Dr K Kiran Kumar of NISM for introducing me and being a teacher of Financial Econometrics at NISM in his EERF Summer Schools. Engle has actually participated in a conference at NISM two years back.
- One book that is extremely lucid in explaining financial econometrics is Chris Brooks.
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