Tags » Robert Engle

Who? by Algis Budrys (Pyramid G339 - 1958)

Allied intelligence officers gasped as they saw the man stride toward them from the Soviet Zone.

One arm was metal. And where the head should have been was a metal dome, featureless and menacing.

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When Your Holiday in Spain Gives Way to an STD (Soveriegn Transmitted Debt)...

And then this happened: Nobel Prize-winning economist Robert Engle played Mark Fiore’s satirical advertisement for a fictional pharmaceutical called ContagionEx—”sovereign transmitted debts don’t have to be embarrassing or keep you from other financial relationships”—at the end of a highly technical lecture on systemic risk today at the NYU/Moody’s Credit Risk Conference today. 15 more words

Heidi Moore

Welcome to the Ice Theatre of New York's Blog!

Hello and welcome to our Ice Theatre of New York Blog!

In this first blog entry, I want to discuss what it feels like to skate…What is the rush, the adrenaline, the joy, and the addiction that those who skate feel so passionately about? 513 more words

Ice Theatre

S&P 500 Composite Volatility Analysis With GARCH

Quantum Financier among others has been doing some posts on GARCH and its cousins (EGARCH et al.). Here is a chart of the time series of GARCH based one day forward volatility estimates for the S&P 500 which I borrowed from the web site of the Volatility Institute at NYU’s Stern School of Business. 590 more words


Revenge of the nerds??? Nobel Lauretes discuss economy... hold your breath, on CNBC!!!!!

Check out these video’s on CNBC. Nobel Laureates in economics discuss US economy on CNBC, which despite being a business channel, never had this quality in its programming in years… 57 more words