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| Name |
Engle, Robert F. |
| Location
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New York University |
| Primary Field
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Economic Sciences |
 Election Citation
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Engle's applied research and theoretical innovations have had wide impact, particularly in finance. His ARCH model, a method for statistical modeling of time-varying volatility, and its generalizations have become indispensable tools for financial analysts. His other statistical methods, such as co-integration and dynamic conditional correlation, have changed the way applied work is done in econometric time series analysis. |
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