Profile: NYU’s Robert Engle on volatility, liquidity and systemic risk

An Arch economist

Robert Engle

Outsiders might not believe it, but within the quantitative finance world there are styles as distinctive as that of any artist, musician or actor. Researchers with a more mathematical bent may favour very axiomatic approaches with high levels of abstraction; former physicists tend to invoke the methods of thermodynamics or quantum mechanics (see pages 59 and 60–66); computer scientists are concerned mainly with the construction of efficient algorithms.

But unlike many in the quantitative

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact or view our subscription options here:

You are currently unable to copy this content. Please contact to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to View our subscription options

If you already have an account, please sign in here.


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: