RE

Robert Engle

No ratings yet
University of California, San Diego

Rate Professor Robert Engle

No ratings available yet. Be the first to rate Robert!

About Robert

Academic Profile

Academic Background: Ph.D. in Economics, Cornell University.

Research Interests: Financial econometrics, time-series analysis, and volatility modeling.

Appointments: Professor, Department of Economics, UC San Diego.

Awards: Nobel Memorial Prize in Economic Sciences (2003).

Publications:

  • ARCH: Selected Readings, Oxford University Press.
  • Anticipating Correlations, Princeton University Press.

Additional Contributions: Developed ARCH model for financial volatility; advises global financial institutions.