Robert Fry Engle III

URI: https://gptkb.org/entity/Robert_Fry_Engle_III
GPTKB entity
Statements (28)
Predicate Object
gptkbp:instanceOf gptkb:economist
gptkb:person
gptkbp:almaMater gptkb:Cornell_University
gptkb:Williams_College
gptkbp:award gptkb:Nobel_Prize_in_Physics
gptkbp:awardYear 2003
gptkbp:birthDate 1942-11-10
gptkbp:birthPlace gptkb:Syracuse,_New_York,_USA
gptkbp:doctoralAdvisor gptkb:Ta-Chung_Liu
gptkbp:doctoralStudent gptkb:Mark_W._Watson
gptkb:Tim_Bollerslev
gptkbp:editor gptkb:Journal_of_Econometrics
gptkbp:field finance
econometrics
https://www.w3.org/2000/01/rdf-schema#label Robert Fry Engle III
gptkbp:knownFor gptkb:ARCH_model
gptkbp:memberOf gptkb:American_Academy_of_Arts_and_Sciences
gptkb:Econometric_Society
gptkbp:nationality gptkb:American
gptkbp:NobelPrizeSharedWith gptkb:Clive_Granger
gptkbp:notableWork gptkb:Autoregressive_Conditional_Heteroskedasticity_(ARCH)
gptkbp:position Professor Emeritus
Director, Volatility Institute at NYU Stern
gptkbp:spouse gptkb:Marjorie_Engle
gptkbp:workInstitution gptkb:New_York_University
gptkb:University_of_California,_San_Diego
gptkbp:bfsParent gptkb:Robert_F._Engle
gptkbp:bfsLayer 5