Robert F. Engle
Robert Fry Engle III (born November 10, 1942 in Syracuse , New York ) is an American economist .
overview
Engle is Professor of Financial Services Management at New York University . He has been an elected member of the American Academy of Arts and Sciences since 1995 and of the National Academy of Sciences since 2005 . On October 8, 2003, Engle was awarded the Alfred Nobel Memorial Prize for Economics . He was honored for his contributions to the development of methods for analyzing economic time series with volatility that varies over time (see also ARCH model ).
His other scientific discoveries include a hypothesis test for the presence of ARCH effects in a time series.
He shared half of the 2003 Nobel Prize with Clive WJ Granger from the University of California, San Diego (UCSD), who was awarded the prize for methods for analyzing economic time series with mutually changing trends ( cointegration ).
Engle was named Financial Engineer of the Year 2011. In 2015 he received the Oskar Morgenstern Medal from the University of Vienna .
Web links
- Literature by and about Robert F. Engle in the catalog of the German National Library
- Website by Engle at New York University
- Information from the Nobel Foundation on the 2003 award ceremony for Robert Engle
Individual evidence
- ^ Oskar Morgenstern Medal - Prize winners . Retrieved September 10, 2017.
| personal data | |
|---|---|
| SURNAME | Engle, Robert F. |
| ALTERNATIVE NAMES | Engle, Robert Fry III (full name) |
| BRIEF DESCRIPTION | American economist |
| DATE OF BIRTH | November 10, 1942 |
| PLACE OF BIRTH | Syracuse , New York |