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Robert F. Engle
Sign in to saveAlso known as Robert Engle, Robert F. Engle III, Robert Fry Engle, Robert Fry Engle III, R. F. Engle
amerikansk ekonom
OverviewAI-generated
Robert F. Engle is an American economist, statistician, and university teacher. Born in Syracuse in 1942, he is a male citizen of the United States who works in the field of economics. He has been employed by the Massachusetts Institute of Technology, New York University, and the University of California, San Diego. He is currently affiliated with New York University.
Engle was educated at Williams College and Cornell University. His doctoral students include Mark Watson and Tim Bollerslev. He is a member of the National Academy of Sciences, the American Academy of Arts and Sciences, and the Econometric Society. He is also a Fellow of the American Academy of Arts and Sciences and a Clarivate Citation Laureate.
He received the Prize in Economic Sciences in Memory of Alfred Nobel. He is recognized in the Nobel Economics collection and the American Academy Arts Sciences collection. He speaks English.
Synthesized by Vinony from 22 facts across 3 sources: Wikidata, Nobel Prize, Vinony collections. Generated from structured data (not the Wikipedia text) and checked against those facts — may still contain errors.
Key facts
- Born
- ( 1942-11-10 ) November 10, 1942 (age 83) , Syracuse, New York , U.S.
- Education
- Williams College ( BS ), Cornell University ( MS , PhD )
- Thesis
- Biases From Time-Aggregation of Distributed Lag Models (1969)
- Doctoral advisor
- Ta-Chung Liu
- Influences
- David Hendry
- Discipline
- Econometrics
- Institutions
- New York University , since 2000 , University of California, San Diego , (1975–2003) , Massachusetts Institute of Technology , (1969–1975)
- Doctoral students
- Mark Watson , Tim Bollerslev
- Notable ideas
- ARCH , Cointegration
- Awards
- Nobel Memorial Prize in Economic Sciences (2003)
- Website
- Information at IDEAS / RePEc
via Wikipedia infobox
Nobel Prize
- The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel2003
“for methods of analyzing economic time series with time-varying volatility (ARCH)”
Shared · 1/2 portion
Wikidata facts
- Instance of
- human
- Given name
- Robert
- Gender
- male
- Citizenship
- United States
- Place of birth
- Syracuse
- Occupation
- statistician
- Languages spoken
- English language
- Field of work
- economics
- Image
- Robert Engle SantiagoWEAI2017.png
Show 8 more facts
- Commons category
- Robert F. Engle
- date of birth
- 1942-11-10
- member of
- Econometric Society
- name in native language
- Robert F. Engle
- affiliation string
- New York University
- affiliation
- New York University
- maintained by WikiProject
- WikiProject Mathematics
- interested in
- economics
Sources (6)
via Wikidata · CC0
Article · Svenska
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. Han tilldelades priset med motiveringen "för metoder att analysera ekonomiska tidsserier med tidsvarierande volatilitet (ARCH)". Han delade priset med Clive Granger. Engle tog doktorsexamen vid Cornell University 1969. Sedan 2000 är han Michael Armellino Professor in the Management of Financial Services vid New York University. På finansiella marknader har slumpmässiga svängningar över tiden – volatilitet – stor betydelse, eftersom värdet på aktier, och andra värdepapper beror på deras risk. Svängningarna kan variera kraftigt över tiden – lugna perioder med små svängningar avlöser mer turbulenta perioder med större variationer. Trots att volatiliteten alltså varierar över tiden arbetade forskare länge, i brist på alternativ, med statistiska metoder som förutsätter konstant volatilitet. Robert Engles upptäckter innebär ett stort genombrott. Han fann att begreppet autoregressiv betingad heteroskedasticitet (ARCH) väl fångar egenskaper hos många tidsserier och utvecklade metoder som gör det möjligt att statistiskt modellera tidsvarierande volatilitet. Hans ARCH-modeller har blivit omistliga redskap inte bara bland forskare utan också för analytiker på finansiella marknader, som använder dem vid riskbedömningar och prissättning av finansiella instrument.
Abstract from DBpedia / Wikipedia · CC BY-SA