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

1 Faculty News April 22, 2020 ![AlphaWeek Logo 190 x 145](/sites/default/files/styles/246w/public/assets/images/AlphaWeek%20Logo%20190%20x%20145.jpg?itok=TXKGJvSA)>

Excerpt from [AlphaWeek](https://www.alpha-week.com/ethius-invest-takes-inspiration-robert-engle-limit-volatility) -- "'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](https://www.stern.nyu.edu/faculty/bio/robert-engle)'s work,' says Rothe."

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