[OT] Engle lecture video
Somewhat off-topic but probably of interest to a reasonable fraction of the list. The Financial Times has a series of short videos of Rob Engle talking about volatility this week. A new one comes out each day. http://www.ft.com/engle (The video works on Internet Explorer, results may vary with other browsers.) Patrick Burns patrick at burns-stat.com +44 (0)20 8525 0696 http://www.burns-stat.com (home of S Poetry and "A Guide for the Unwilling S User")