Faculty News

Professor Robert Engle is interviewed about his research on volatility in financial markets

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Excerpt from EPFL Magazine -- "The ARCH model is sort of a fundamental tool, the most commonly used tool for short-run risk measure by financial institutions, hedge funds, pension funds, banks — all sorts of institutions use this measure and I think it helps provide some measure of security and discipline to managing risk. But more broadly, ARCH is a tool that helps finance people do better statistics."

Read more [p. 31]