其他活动 - 其他活动 -

Date：2015-11-24，Tuesday，19:00-20:30
Venue: Hall 303, 3rd Floor, SAIF Building


SPEAKER：

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Prof. Robert Engle

·Nobel laureate;

·Michael Armellino Professor of Management and Financial Services

·Director, Volatility Institute, NYU Stern School

        Robert Engle, Nobel laureate, is known around the world for his contribution to forecasting stock market volatility. Perhaps less known is that his Volatility Institute has set up shop in Shanghai and applying their expertise to analyzing China’s stock market volatility.

With what investors experienced in recent months, we think it is a very opportune time for us to listen to insights from Professor Engle and his team on the subject.

We hope the event will provide you with perspectives in understanding, forecasting, and managing financial market volatility in China and beyond.  

Robert Engle, the Michael Armellino Professor of Finance at New York University Stern School of Business, was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH). He developed this method for statistical modeling of time-varying volatility and demonstrated that these techniques accurately capture the properties of many time series. Professor Engle shared the prize with Clive W.J. Granger of the University of California at San Diego.

Professor Engle is the Director of the NYU Stern Volatility Institute and a co-founding president of the Society for Financial Econometrics (SoFiE), a global non-profit organization housed at NYU. Before joining NYU Stern in 2000, he was Chancellor's Associates Professor and Economics Department Chair at the University of California, San Diego and Associate Professor of Economics at MIT. He is a member of the National Academy of Science.

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