Best of Volatility Views: Volatility Discussion with Nobel Laureate Robert Engle
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Best of Volatility Views: Volatility Discussion with Nobel Laureate Robert Engle
Mark and Don have the honor of speaking with Professor Engle on various aspects of volatility, including:
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- 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