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

1 Faculty News June 1, 2017 ![EPFL Magazine logo 192 x 144](/sites/default/files/styles/246w/public/assets/images/epfl192x144.jpg?itok=CSh1inSe)>

Excerpt from [EPFL Magazine](https://mediacom.epfl.ch/files/content/sites/mediacom/files/EPFL%20Magazine/EPFL%20Magazine%2009-2017.pdf) -- "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 \[p. 31\]](https://mediacom.epfl.ch/files/content/sites/mediacom/files/EPFL%20Magazine/EPFL%20Magazine%2009-2017.pdf)