Faculty News
Professor Robert Engle is interviewed about his work on stock market volatility at the Second Annual Volatility Institute at NYU Shanghai (VINS) Conference
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Excerpt from the China Financial Herald -- "'Volatility is the market's response to new information,' Engle said. The new information in the Chinese market in the 1990s was significant, so during that period the Chinese mainland stock market volatility was much greater than that of the United States or Hong Kong."
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