Best of Volatility Views: Volatility Discussion with Nobel Laureate Robert Engle
\n
Best of Volatility Views: Volatility Discussion with Nobel Laureate Robert Engle
\nMark and Don have the honor of speaking with Professor Engle on various aspects of volatility, including:\n
- \n
- Professor Engle's move from physics to economics \n
- ARCH and GARCH models, and how the ARCH model was born \n
- The Volatility Institute \n
- Vlab \n
- SoFiE \n
- Professor Engle's work with the SEC's Flash Crash Advisory Committee \n
- The Professor's viewpoint on Dodd-Frank, particularly as it applies to derivatives & counterparty risk. \n