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Robert Engle won the 2003 Nobel Prize in Economics for developing the autoregressive conditional heteroskedasticity (ARCH) model. The ARCH model analyzes random variables with changing variances and enabled better understanding of volatility over time in financial markets. It captured the phenomenon of volatility clustering, where large changes tend to be followed by large changes and small changes by small changes. The model paved the way for tools like GARCH and variance swaps to estimate and trade volati

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