Title: The Nobel Memorial Prize for Robert F. Engle
First published: 2004
Description: "I review and interpret two of Robert Engle's most important contributions: The theory and application of cointegration, and the theory and application of dynamic volatility models.  I treat the latter much more extensively, de-emphasizing technical aspects and focusing instead on the intuition, nuances and importance of the work"--National Bureau of Economic Research web site.
People: R. F. Engle
LC classification: HB1