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gptkbp:instanceOf
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Economist
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gptkbp:academicAdvisor
|
gptkb:David_A._Dickey
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gptkbp:affiliation
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gptkb:New_York_University
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gptkbp:almaMater
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gptkb:University_of_California,_Berkeley
gptkb:Cornell_University
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gptkbp:birthDate
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1942-11-10
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gptkbp:birthPlace
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gptkb:Syracuse,_New_York,_USA
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gptkbp:children
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gptkb:Robert_F._Engle_IV
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gptkbp:contribution
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Developed_the_concept_of_autoregressive_conditional_heteroskedasticity_(ARCH)
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gptkbp:field
|
Econometrics
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gptkbp:hasAwards
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gptkb:Nobel_Prize_in_Economic_Sciences
|
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https://www.w3.org/2000/01/rdf-schema#label
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Robert F. Engle III
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gptkbp:influenced
|
Financial econometrics
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gptkbp:influencedBy
|
gptkb:Clive_Granger
gptkb:Robert_Engle
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gptkbp:knownFor
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gptkb:ARCH_model
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gptkbp:nationality
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American
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gptkbp:notableFeature
|
gptkb:Vassilis_Karamanis
gptkb:Sanjay_K._Chatterjee
gptkb:Luc_Bauwens
gptkb:Yacine_Ait-Sahalia
Tim Bollerslev
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gptkbp:researchInterest
|
Financial markets
Risk management
Time series analysis
Volatility modeling
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gptkbp:spouse
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gptkb:Mary_Engle
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gptkbp:website
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http://www.stern.nyu.edu/faculty/bio/robert-engle
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