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:
Professor Engle's move from physics to economics
ARCH and GARCH models, and how the ARCH model was born
The Volatility Institute
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.