Jabarkan Kehidupan pribadi dari Robert F. Engle

Kakek dari Ayah Robert Fry Engle, Sr. (1879-1946)

Ayah Robert Fry Engle, Jr. (1910-1981, Ilmuwan kimia DuPont )

Ibu Mary Starr Engle ("Murry", Guru Bahasa Prancis, m. 1939)

Saudara Perempuan Patricia Lee Engle ("Patty", twin, UNICEF official)

Saudara Perempuan Sally Starr Engle Merry (anthropologist, twin)

Istri Marianne Eger Engle (Psikolog, menikah pada 10-Aug-1969, dua anak)

Anak Perempuan  Lindsey Engle Richland (psikolog)

Anak Laki-laki Jordan Engle (aktor, lahir May-1980)

Autoregressive Conditional Heteroskedasticity With Estimates of the Variance of UK Inflation Econometrica 50 (1982): 987-1008.

Estimation of Time Varying Risk Premia in the Term Structure: the ARCH-M Model (with David Lilien and Russell Robins), Econometrica 55 (1987): 391-407.

Co-integration and Error Correction: Representation, Estimation and Testing (with Clive Granger), Econometrica 55 (1987): 251-276.

Semi-parametric estimates of the relation between weather and electricity demand (with C. Granger, J. Rice and A. Weiss), Journal of American Statistical Association 81 (1986): 310-320.

Exogeneity (with David F. Hendry and Jean-Francois Richard), Econometrica 51 (1983): 277-304.

Asset Pricing with a Factor ARCH Covariance Structure: Empirical Estimates for Treasury Bills (with V. Ng, and M. Rothschild) Journal of Econometrics 45 (1990): 213-237.

Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data, (with J.R. Russell) Econometrica 66 (1998):1127-1162.

Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models Journal of Business and Economic Statistics (July 2002)