RL Research offer forecasts based on econometrics fundamentals, financial engineering and capital markets requirements, and also the performance of different investments; using the latest techniques and software specialized tools; time-series databases and county-level estimates and forecasts of stocks.

RL Research covers a large spectrum of empirical finance, including: the predictability of asset returns, the microstructure of securities markets, event analysis, the Capital Asset Pricing Model and the Arbitrage Pricing application, the term structure of interest rates, dynamic models of economic equilibrium, and nonlinear financial models such as, volatility analysis based on Uni and Multivariate GARCH modeling, time series, cross-sectional and Panel techniques using Dynamic and Heterogeneous methods ( CCC & DCC, PMG-MG, GMM ).

The latest state of the art techniques include wavelet analysis in Finance and economy, non-linear financial models analysis that includes Threshold Autoregressive Models (TAR Family: TAR, MTAR, STAR and SETAR) and Smooth Transition Autoregressive Models (LSTAR, ESTAR and TV-STAR).