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Volatility Views Episode 6: The Nobel Prize For Volatility episode artwork

EPISODE · Aug 17, 2011 · 47 MIN

Volatility Views Episode 6: The Nobel Prize For Volatility

from Volatility Views

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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Volatility Views Episode 6: The Nobel Prize For Volatility

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How long is this episode of Volatility Views?

This episode is 47 minutes long.

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This episode was published on August 17, 2011.

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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...

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