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Robert Fry Engle III (* 10. November 1942 in Syracuse, New York) ist ein US-amerikanischer Wirtschaftswissenschaftler und Nobelpreisträger. Er ist vor allem für seine Beiträge zur stochastischen Zeitreihenanalyse bekannt.
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 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 )".
The Engles were a Quaker (Society of Friends) family who emigrated from Cambridge, England in the 1600’s. We assume that they came to escape religious persecution and set up their lives in Pennsylvania with the other Quakers. My great-grandfather, Robert Barkley Engle built the Engleside in 1876.
Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. R Engle. Journal of Business & Economic Statistics 20 (3), 339-350. , 2002. 9680. 2002. Multivariate simultaneous generalized ARCH. RF Engle, KF Kroner. Econometric theory 11 (1), 122-150.
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.
Facts. Photo from the Nobel Foundation archive. Robert F. Engle III. The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2003. Born: 10 November 1942, Syracuse, NY, USA. Affiliation at the time of the award: New York University, New York, NY, USA.
