Robert F. Engle III (1942- )
Awarded the Prize “for his methods of analyzing economic time series with time-varying volatility (ARCH).”Robert F. Engle III is an American Economist. He was born on Nov.10th 1942 in New York, USA. He gained his Ph.D. at Cornell University in 1969. Currently, he is the professor of financial service management in New York University the academician of American Academy of Arts & Sciences.
Major Works:
Autoregressive Conditional Heteroskedasticity (ARCH)-Reading Selection (1995)