Faculty News
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Professor Robert Engle's work in statistical modelling of time-varying volatility is cited
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![AlphaWeek Logo 190 x 145 AlphaWeek Logo 190 x 145](/sites/default/files/styles/192w_x_144h/public/assets/images/AlphaWeek%20Logo%20190%20x%20145.jpg?h=003de439&itok=JHgy7KDe)
Excerpt from AlphaWeek -- "'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's work,' says Rothe."
Faculty News
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![AlphaWeek Logo 190 x 145 AlphaWeek Logo 190 x 145](/sites/default/files/styles/192w_x_144h/public/assets/images/AlphaWeek%20Logo%20190%20x%20145.jpg?h=003de439&itok=JHgy7KDe)
Excerpt from AlphaWeek -- "'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's work,' says Rothe."