# Professor Robert Engle's research on volatility in financial markets is referenced

1 Faculty News March 6, 2018 ![MarketWatch logo](/sites/default/files/styles/246w/public/assets/images/marketwatch%20logo.jpg?itok=pHUVfozf)>

Excerpt from [MarketWatch](https://www.marketwatch.com/story/how-to-play-the-volatile-highs-and-lows-of-the-vix-2018-03-05) -- "This additional pattern is that periods of high volatility tend to be clustered together — an insight that traces to research conducted by [Robert Engle III](http://www.stern.nyu.edu/faculty/bio/robert-engle), a finance professor at New York University who received the Nobel Prize in economics in 2003 for his work along these lines."

[Read more](https://www.marketwatch.com/story/how-to-play-the-volatile-highs-and-lows-of-the-vix-2018-03-05)