Nobel Prizes and Laureates

Nobel Prizes and Laureates

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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Robert F. Engle III - 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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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". Nobel Media AB 2014. Web. 19 Jul 2018. <>