Suchergebnisse
Suchergebnisse:
Engle, Robert F, 1980. " Exact Maximum Likelihood Methods for Dynamic Regressions and Band Spectrum Regressions ," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21 (2), pages 391-407, June.
11. März 2023 · Details about Robert F. Engle. Robert Engle obtained the Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel in 2003. His entry is maintained by the RePEc team. The listed email address will not respond to inquiries. Access statistics for papers by Robert F. Engle. Last updated 2023-03-11.
Nobel Memorial Prize in Economic Sciences (2003) Information at IDEAS / RePEc. Robert Fry Engle III (born November 10, 1942) is an American statistician. He is the winner of the 2003 Nobel Prize in Economic Sciences, sharing the award with Clive Granger, "for methods of analyzing economic time series with time-varying volatility ( ARCH )".
6. Apr. 2023 · Robert F. Engle. New York University (NYU) - Department of Finance ( email) Stern School of Business 44 West 4th Street New York, NY 10012-1126 United States. National Bureau of Economic Research (NBER) ( email) 1050 Massachusetts Avenue ...
Robert F. Engle. Robert Fry Engle, född 10 november 1942 i Syracuse, New York, är en amerikansk nationalekonom och mottagare av Sveriges Riksbanks pris i ekonomisk vetenskap till Alfred Nobels minne år 2003. [10] Han tilldelades priset med motiveringen "för metoder att analysera ekonomiska tidsserier med tidsvarierande volatilitet ". [11]
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.
Principle, Robert F. Engle, Econometric Services A personal consulting company specializing in the application of econometric methods to financial and other business needs. Current work focuses on liquidity and trading in financial markets, risk measurement and management, derivatives pricing and hedging and a variety of volatility and correlation
