Agenda

15 Mag 2018 14:30

Robert Engle - Monitoring Risk with VLAB (lectio magistralis)

Aula Magna Guido Cazzavillan, Campus San Giobbe, Venezia

Robert Franklin Engle - New York University, USA
Nobel Prize in Economics Sciences 2003

Robert Franklin Engle, born in Syracuse, NY, in 1942, has been awarded in 2003 with the Nobel Prize in Economics Sciences, field Econometrics, "for methods of analyzing economic time series with time-varying volatility (ARCH)".
Contribution: Developed methods to study the volatility properties of time series in economics, particular in financial markets. His method (ARCH) could, in particular, clarify market developments where turbulent periods, with large fluctuations, are followed by calmer periods, with modest fluctuations.

Lingua

L'evento si terrà in italiano

Organizzatore

Dipartimento di Economia

Allegati

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