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Volatility Views 6: 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
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• ARCH and GARCH models, and how the ARCH model was born
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• The Volatility Institute
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• Vlab
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• SoFiE
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• Professor Engle's work with the SEC's Flash Crash Advisory Committee
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• The Professor's viewpoint on Dodd-Frank, particularly as it applies to derivatives & counterparty risk.
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