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Profesores del Instituto Tecnológico de Massachusetts. Miembros de la Academia Nacional de Ciencias de Estados Unidos. Cuáqueros. Economistas de Estados Unidos. Laureados con el Premio del Banco de Suecia en Ciencias Económicas en memoria de Alfred Nobel.
- Estadounidense
- Ta-Chung Liu
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 )". Biography.
Robert F. Engle. – Professor Emeritus of Finance. – Co-Director, The Volatility and Risk Institute. Joined Stern 2000. Leonard N. Stern School of Business. Kaufman Management Center. 44 West Fourth Street, 9-62. New York, NY 10012. E-mail re21@stern.nyu.edu. Personal website. View/Download C.V. Biography. Research Interests. Courses Taught.
10 de may. de 2024 · Robert F. Engle (Nueva York, 1942) es el padre del análisis de la volatilidad y de riesgos, un esfuerzo que le llevó a ganar el premio Nobel de economía en el año 2003 junto a Clive Granger,...
52747. 1987. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. RF Engle. Econometrica: Journal of the econometric society, 987-1007. , 1982. 34600. 1982. Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models.
The Volatility Institute was created at New York University Stern School of Business in 2009 under the direction of Nobel Laureate and volatility expert Professor Robert Engle. The Volatility Institute's mission is to develop and disseminate research on risks in financial markets and closely related topics in financial 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).
