TORONTO, Feb. 13 /PRNewswire/ -- Prof. Robert F. Engle, a recipient of the
Nobel Prize in Economic Sciences, will be the guest speaker in the next
session of the Rotman Integrative Thinking(TM) Seminar Series to be held on
Thursday, February 16, at the University of Toronto's Rotman School of
Management. The sponsors of the Series are the Rotman School's Desautels
Centre for Integrative Thinking(TM) and Rotman Magazine. Previous speakers in
the series have included Michael Dell, Bruce Mau, S. Ramadorai, A.G. Lafley,
and Peter Drucker.
Prof. Engle is the Michael Armellino Professor of Finance at the Stern
School of Business at New York University, as well as the Chancellor's
Associates Professor of Economics at the University of California, San Diego.
He will discuss "Financial Volatility -- Causes, Consequences and Global
Patterns." His presentation will begin at 5:00 pm in the Fleck Atrium at the
Rotman School, 105 St. George Street, Toronto.
In 2003 Prof. Engle was honored with the Nobel Prize in Economic Sciences
for his work in methods of analyzing economic time series with time-varying
volatility (ARCH). In addition to ARCH, his research has introduced some of
the most influential concepts in modern econometrics: GARCH models,
Cointegration, Weak Exogeneity, Band Spectrum Regression, Common Features,
Autoregressive Conditional Duration (ACD), and, most recently, the CAViaR
model. In four books and well over 100 academic journal articles, Prof. Engle
has applied these methods to analyze equities, options, currencies and
interest rates. His current research also includes an investigation of
empirical market microstructure. He is a frequent speaker and consultant for
financial institutions. He is a Fellow of the American Academy of Arts and
Sciences, the Econometric Society, the American Statistical Association and
the American Finance Association. He is a member of the U.S. National Academy
of Sciences. He holds a Ph.D. in Economics and a M.S. in Physics from Cornell
University, and is Principal of Robert F. Engle Econometric Services.
Members of the public may register for the session at
http://www.rotman.utoronto.ca/events.
Members of the media should contact, Ken McGuffin at
mcguffin@rotman.utoronto.ca.
The University of Toronto's Joseph L. Rotman School of Management has set
out to become one of the world's top tier business schools. Located in North
America's 3rd largest financial centre, the Rotman School is taking an
innovative approach to management education, built around Integrative
Thinking(TM) and Business Design(TM). For more information and to find out why
the Financial Times and BusinessWeek rank Rotman among the leading business
schools internationally, visit http://www.rotman.utoronto.ca. Integrative
Thinking and Business Design are registered trademarks of the Rotman School of
Management.
SOURCE Rotman School of Management
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Related links:
http://www.rotman.utoronto.ca
http://www.rotman.utoronto.ca/events
CONTACT:
Ken McGuffin, Manager, Media Relations of
Rotman School of Management, University of Toronto,
+1-416-946-3818, mcguffin@rotman.utoronto.ca
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