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Home > Volatility Views > Volatility Views Episode 6: The Nobel Prize For Volatility
Podcast: Volatility Views
Episode:

Volatility Views Episode 6: The Nobel Prize For Volatility
Category: Business
Duration: 00:47:26
Publish Date: 2011-08-17 09:49:25
Description:

Volatility Views 6: Volatility Discussion with Nobel Laureate Robert EngleMark and Don have the honor of speaking with Professor Engle on various aspects of volatility, including:

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