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SUMMARY:Bernoulli Lecture - Systemic Risk with Endogenous Cycles
DTSTART:20170601T171500
DTEND:20170601T181500
DTSTAMP:20260407T100358Z
UID:5cf9225ae666a983d252425478223397c9902b5a5062f07d389d7cb7
CATEGORIES:Conferences - Seminars
DESCRIPTION:Robert Engle (New York University Stern School of Business)\nB
 iography\nRobert Engle\, the Michael Armellino Professor of Management and
  Financial Services at New York University Stern School of Business\, was 
 awarded the 2003 Nobel Prize in Economics for his research on the concept 
 of autoregressive conditional heteroskedasticity (ARCH).\n\nProfessor Engl
 e is an expert in time series analysis with a long-standing interest in th
 e analysis of financial markets.   His ARCH model and its generalization
 s have become indispensable tools not only for researchers\, but also for 
 analysts of financial markets.  His research has produced such innovative
  statistical methods as cointegration\, common features\, autoregressive c
 onditional duration (ACD)\, CAViaR\, and D CC models.\n\nProfessor Engle i
 s the Director of the NYU Stern Volatility Institute and a co-founding pre
 sident of the Society for Financial Econometrics (SoFiE)\, a global non-pr
 ofit organization housed at NYU. Before joiningNYU Stern in 2000\, he was 
 Chancellor’s Associates Professor and Economics Department Chair at the 
 University of California\, San Diego and Associate Professor of Economics 
 at MIT. He is a member of the National Academy of Science.\nAcademic Backg
 round Ph.D.\, Economics\, 1969 Cornell University M.S.\, Physics\, 1966 Co
 rnell University B.A.\, Physics\, 1964 Williams College
LOCATION:Anthropole 1031 http://planete.unil.ch/plan?t=b&i=ANT
STATUS:CONFIRMED
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