<t>Hi there...A few nebie questions regarding volatility modelling... 1) Let's say I'm building a model for forecasting volatility to be used in option pricing. Which measure of volatility should I use as a reference for assesing the "quality" of a model, i.e. precision of forecasts? 2) Is there a c...

I've checked it out. Good stuff. Thanks!

<t>Hey, thanks for your reply.I have heard about Bloomberg, but didn't know it's widely available at univ. libraries in the US. Thing is, I'm a student at the Univ. of Zagreb, Croatia. I doubt our uni has a subscription to Bloomberg. But the information you have given me is a good starting point nev...

Hi there,I've just started my Ph.D. studies and I am trying to start a research in FX volatility modelling. I would be very grateful if any of you could reccomend a good source of historical data, clean financial series, esp. implied volatilities of currency exchange rates. Thanks,srdjan