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Post# of 704041
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johnnieb

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johnnieb

Re: Zeev Hed post# 159412

Thursday, 10/09/2003 10:24:11 AM

Thursday, October 09, 2003 10:24:11 AM

Post# of 704041
Yesterday's Nobel Prize winner for economics, Prof Engle (NYU) - "Traditional tools of analysis assumed that volatility was constant. The techniques Prof Engle developed, particularly autoregressive conditional heteroskedasticity (ARCH) models which predicted volatility would depend on its own behaviour in the past, are now widely employed by investors and financial institutions assessing the risk of portfolios."


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