Perspectives on Understanding, Forecasting, and Managing
Chinese Stock Market Volatility
Event Introduction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。 Robert Engle, Nobel laureate, is known around the world for his contribution to forecasting stock market volatility. Perhaps less known is that his Volatility Institute has set up shop in Shanghai and applying their expertise to analyzing China’s stock market volatility. With what investors experienced in recent months, we think it is a very opportune time for us to listen to insights from Professor Engle and his team on the subject. We hope the event will provide you with perspectives in understanding, forecasting, and managing financial market volatility in China and beyond. Program DetailsDate: Tuesday, 24 November 2015 Time: 7:30 p.m. - 8:30 p.m. (现场签到: 7:00 p.m. - 7:30 p.m.) Venue: Room 303, 3/F, Shanghai Advanced Institute of Finance, No. 211 West Huaihai Road, Shanghai. (Parking is available on site on the first floor for RMB10 per vehicle.) 上海市徐汇区淮海西路211号上海高级金融学院3楼303教室（场地方一楼可停车，停车费10元） Cost: - CFA China Members: FREE - Others: RMB 50/ per person CE Credit: 1.0 Capacity: 120 pax Language: English Dress Code: Smart casual Booking: 1. Pleasse click http://form.mikecrm.com/f.php?t=707AFDOR scan QR code below to open the registration page and complete online registration. If you have any enquiry, please contact Miss. Liu at +86 21 51167250. Speaker Prof. Robert EngleNobel laureate； Michael Armellino Professor of Management and Financial Services； Director, Volatility Institute, NYU Stern School 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. Cancellation1.Cancellation in writing must be received by 20 November 2015 (Friday). 2.CFA China reserves the right to change the date or cancel the event.