Faculty News

Professor Robert Engle's work in statistical modelling of time-varying volatility is cited

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Excerpt from AlphaWeek -- "'I had been a CTA for many years, and it was getting harder to make money. Volatility was coming down; interest rates were coming down. The risk was something I began to look at in more detail, and I began to study academic literature and found Robert Engle's work,' says Rothe."

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