（视频讲座）
主 题：对中国股市波动的见解和未来走向的预测
主讲人： 2003年诺贝尔经济学奖得主 ROBERT ENGLE
主持人：陶启智（金融学院）、王晨旺（CFA成都分会）
时 间：2015年11月24日 周二19:30 - 20:30
地 点：西南财经大学光华校区育才园708教室（一楼，靠近南大门）
主办单位：金融学院 、科研处
主讲人简介：
Robert Engle, the Michael Armellino Professor of Finance at 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.
Professor Engle is the Director of the NYU Stern Volatility Institute and a co-founding president of the Society for Financial Econometrics (SoFiE), a global non-profit organization housed at NYU. Before joining NYU Stern in 2000, he was Chancellor‘s Associates Professor and Economics Department Chair at the University of California, San Diego and Associate Professor of Economics at MIT. He is a member of the National Academy of Science.
内容提要：
众所周知，诺贝尔经济学奖得主罗伯特·恩格尔教授在经济领域上最大的贡献是预测股票市场的波动。也许很多人还都不知道，他的波动性研究所已在上海成立，已把他们的知识和经验应用到对中国股市波动的分析。最近几个月，中国的投资者也经历了市场大幅的波动，此时我们有幸邀请到了恩格尔教授和他的团队，来跟我们分享他们对中国股市波动性的认识、预测以及如何管理波动性的经验。
