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School of Finance and Economics Finance Centenary Webinar Series 2022

Date: 20 October 2022

Time: 11:00am ET / 5:00pm GMT

Location: Zoom

The School of Economics and Finance at the University of Witwatersrand invites you to a keynote address by esteemed guest, Prof. Robert Engle, who will share his thoughts on ‘A Financial Approach to Risk Climate.’

About the Speaker

Robert Engle, Professor Emeritus of Finance at the 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). He developed this method for statistical modeling of time-varying volatility and demonstrated that these techniques accurately capture the properties of many time series. Professor Engle shared the prize with Clive W. J. Granger of the University of California at San Diego.

He is currently the Co-Director of the NYU Stern Volatility and Risk Institute at New York University Stern. In this role, Professor Engle has developed research tool to track risks in the global economy and make these publicly available on the V-LAB website.