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Robert Fry Engle III ist ein US-amerikanischer Wirtschaftswissenschaftler und Nobelpreisträger. Er ist vor allem für seine Beiträge zur stochastischen Zeitreihenanalyse bekannt. Engles ARCH-Modelle revolutionierten die Art und Weise, wie Wirtschaftswissenschaftler Finanzdaten analysieren.
Robert F. Engle. Robert Fry Engle III (born November 10, 1942) 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 ( ARCH )".
Robert F. Engle is a renowned economist and finance expert who won the 2003 Nobel Prize in Economics for his ARCH model of volatility. He is also the Co-Director of the Volatility and Risk Institute and the Co-Founding President of the Society for Financial Econometrics at NYU Stern.
Robert Engle is a professor at New York University Stern School of Business and a Nobel Prize winner in Economics for his work on ARCH models. He leads the Volatility Institute, which hosts conferences, seminars and research on financial risks and econometrics.
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).
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A capital asset pricing model with time-varying covariances. T Bollerslev, RF Engle, JM Wooldridge. Journal of political Economy 96 (1), 116-131. , 1988. 4882. 1988. Estimating time varying risk premia in the term structure: The ARCH-M model. RF Engle, DM Lilien, RP Robins. Econometrica: journal of the Econometric Society, 391-407.
Robert F. Engle is a renowned expert in time series analysis and financial markets. He developed the ARCH model and other innovative methods for volatility and risk estimation. He is the Co-Director of the Volatility and Risk Institute and a member of the National Academy of Science.
