LONDON--RiskMetrics, in conjunction with JP Morgan, has released an implied volatility data set for foreign exchange and precious metals risk analysis. The data is intended for use with Riskmetrics' Datametrics time-series data warehouse application.
The system draws on the Riskmetrics and Creditmetrics data sets and draws information primarily from Reuters, though other sources are also utilised. The data set includes gold and silver historical option prices and historical data on m
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