Slide 1Spline Garch as a Measure of Unconditional Volatility and its Global Macroeconomic Causes Robert Engle and Jose Gonzalo Rangel NYU and UCSD Slide 2 GOALS ESTIMATE…

Slide 1A dynamic factor model to assess the real time state of the Spanish industry using confidence indicators Ángel Cuevas Research and Analysis Unit Ministry of Industry,…

Slide 1Longitudinal and Multilevel Methods for Models with Discrete Outcomes with Parametric and Non-Parametric Corrections for Unobserved Heterogeneity David K. Guilkey…

Slide 1 WHY IS VOLATILITY SO HIGH? Robert Engle Stern School of Business 2 th Annual Risk Management Conference, RMI, NUS Slide 2 MODELING VOLATILITY Can we measure and forecast…

Slide 1 NEW MODELS FOR HIGH AND LOW FREQUENCY VOLATILITY Robert Engle NYU Salomon Center Derivatives Research Project Derivatives Research Project Slide 2 FORECASTING WITH…