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The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2003
Robert F. Engle III, Clive W.J. Granger

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Prize Lecture

Risk and Volatility: Econometric Models and Financial Practice

Robert F. Engle held his Prize Lecture December 8, 2003, at Aula Magna, Stockholm University. He was presented by Professor Torsten Persson, Chairman of the Prize Committee for Economic Sciences.

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Presentation
5 min.
Prize Lecture
41 min.

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Copyright © The Nobel Foundation 2003

From Les Prix Nobel. The Nobel Prizes 2003, Editor Tore Frängsmyr, [Nobel Foundation], Stockholm, 2004

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MLA style: "Robert F. Engle III - Prize Lecture: Risk and Volatility: Econometric Models and Financial Practice". Nobelprize.org. Nobel Media AB 2013. Web. 20 Apr 2014. <http://www.nobelprize.org/nobel_prizes/economic-sciences/laureates/2003/engle-lecture.html>

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This Prize was established in memory of Alfred Nobel.