Professor Engle is an expert in time series analysis with a long-standing interest in the analysis of financial markets.
Robert Fry Engle III is an American economist and statistician. He won the 2003 Nobel Memorial Prize in Economic Sciences, sharing the award with Clive Granger, "for methods of analyzing economic time series with time-varying volatility". Wikipedia
Place of birth: Syracuse, NY
Education: Cornell University and Williams College
Award: Nobel Memorial Prize in Economic Sciences (2003)
Affiliation: New York University
Research interests: Finance and Econometrics
Contributions: ARCH; Cointegration
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Nobel Laureate Professor Robert Engle, who was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional ...
Robert Engle. New York University. Verified email at stern.nyu.edu - Homepage · Finance and Econometrics. ArticlesCited byPublic accessCo-authors ...
Robert Engle developed new statistical models of volatility that captures the tendency of stock prices and other financial variables to move between high and ...
Robert F. Engle, Research Associate, New York University. Programs: Contact: rengle@stern.nyu.edu, http://pages.stern.nyu.edu/~rengle/
Engle earned his B.S. in physics at Williams College in 1964, his M.S. in physics at Cornell in 1966, and his Ph.D. in economics at Cornell in 1969. He was a ...