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Can We Avoid Financial Crises in the Future?

Nobel Laureate Professor Robert Engle, who was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional heteroskedasticity (ARCH), joined UBS for their Nobel Perspectives series exploring the use of the ARCH model and its ability to forecast financial trends. 
Professor Engle, director of NYU Stern's Volatility Institute, developed his method for statistical modeling of time-varying volatility and demonstrated that the techniques accurately capture the properties of many time series. The seven-part UBS video series, featuring Professor Engle and Volatility Lab (V-Lab) Director Rob Capellini, can be seen below.