Robert F. Engle IV

GPTKB entity

Statements (19)
Predicate Object
gptkbp:instanceOf Person
gptkbp:affiliatedWith gptkb:New_York_University
gptkbp:awardedBy PhD in Economics
gptkbp:bornIn gptkb:Kew_Gardens,_New_York
gptkbp:fieldOfStudy Econometrics
gptkbp:hasAwards gptkb:Nobel_Prize_in_Economic_Sciences
gptkbp:hasCollaboratedWith gptkb:Clive_Granger
gptkbp:hasInfluenceOn Time_Series_Analysis
gptkbp:hasOccupation Economist
gptkbp:hasPublications Autoregressive Conditional Heteroskedasticity
Dynamic Conditional Correlation
Volatility_and_Correlation_in_Financial_Markets
gptkbp:hasResearchInterest Forecasting
Risk Management
Statistical Modeling
Financial_Econometrics
https://www.w3.org/2000/01/rdf-schema#label Robert F. Engle IV
gptkbp:knownFor Engle's_ARCH_model
gptkbp:nationality American