[www.inmodelia.com].


И слайд Роберта Энгла шедевральный. "В финансах главное - это шлем!"

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Цитата:

One week after the 8th R/Rmetrics workshop, I attended a SoFiE conference at Banque de France on "Systemic Risk and Financial Regulation". Program is here and presentations are here. The last speaker was Robert Engle, 2003 Nobel prize in Economy (or more precisely the Swedish Central Bank Prize in Economic Sciences in Memory of Alfred Nobel) who talked about his last model and his work on "Structural GARCH: The Volatility-Leverage Connection". At one point, he presented a slide whose title is : "Financial crisis : Are we prepared ?". "In finance", he explained to the audience, "the most important is the helmet".

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