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.

Presentation

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.

Read the Lecture
Pdf 568 kB

Copyright © The Nobel Foundation 2003

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

To cite this section
MLA style: Robert F. Engle III – Prize Lecture. NobelPrize.org. Nobel Media AB 2020. Sat. 30 May 2020. <https://www.nobelprize.org/prizes/economic-sciences/2003/engle/lecture/>

Back to top Back To Top Takes users back to the top of the page

Learn more

Nobel Prizes 2019

Fifteen laureates were awarded in 2019, for achievements that have conferred the greatest benefit to humankind.

Their work and discoveries range from how cells adapt to changes in levels of oxygen to our ability to fight global poverty.

See them all presented here.
2019 Nobel Laureates

Explore prizes and laureates

Look for popular awards and laureates in different fields, and discover the history of the Nobel Prize.