Robert Engle shares the 2003 economic sciences award with Clive Granger for innovations in time-series econometrics. His ARCH models captured how financial volatility changes over time and gave researchers improved tools for estimating risk in markets and economic data.
The World History Database · Nobel archive
Robert Engle
Nobel Prize history for Robert Engle based on the award records stored in the World History Database.
1Recorded awards
United States of AmericaCountry as recorded
Recorded Nobel Prize awards
1 distinct award entry or entries in the World History Database.
Other recipients in the same prize year and category
These pages index Nobel-related award records in the World History Database. Coverage and historical spellings reflect the stored records and may be incomplete. For the official award register and prize citations, consult NobelPrize.org.