Google
×
Professor Engle is an expert in time series analysis with a long-standing interest in the analysis of financial markets. His ARCH model and its generalizations ...
Robert Fry Engle III (born November 10, 1942) is an American economist and statistician. He won the 2003 Nobel Memorial Prize in Economic Sciences, ...

Robert Engle (Robert F. Engle)

Economista e statistico
Robert Franklin Engle è un economista e statistico statunitense, vincitore del Premio della Banca di Svezia per le Scienze Economiche in memoria di Alfred Nobel nel 2003, insieme a sir Clive Granger, per lo sviluppo di "metodi di analisi delle... Wikipedia
Luogo di nascita: Syracuse, New York
Studente Illustre / Studentessa Illustre: Tim Bollerslev e Mark W. Watson
Libri
Nobel Laureate Professor Robert Engle, who was awarded the 2003 Nobel Prize in Economics for his research on the concept of autoregressive conditional ...
Work. Robert Engle developed new statistical models of volatility that captures the tendency of stock prices and other financial variables to move between high ...
Robert F. Engle American economist, corecipient of the Nobel Prize for Economics in 2003 for his development of methods for analyzing time series data with ...
Robert Engle III is an American economist who won the 2003 Nobel Prize in Economics for his analysis of time-series data with time-varying volatility.
In 2003, econometrician Robert Engle, along with econometrician Clive Granger, received the Nobel Prize in economics. Engle's prize was “for methods of ...
Robert Engle. New York University. Verified email at stern.nyu.edu - Homepage · Finance and Econometrics. ArticlesCited byPublic accessCo-authors ...
This paper develops a methodology for testing the term structure of volatility forecasts derived from stochastic volatility models, and implements it ...
Type: Faculty. Secondary Type: Emeritus. Name: Robert Engle. Title: Prof. Emeritus, Research Prof., & 2003 Nobelist. Degree: Ph.D.