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 Prize Outreach AB 2022. Tue. 24 May 2022. <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

Nobel Prizes and laureates

Nobel Prizes 2021

Thirteen laureates were awarded a Nobel Prize in 2021, for achievements that have conferred the greatest benefit to humankind.

Their work and discoveries range from the Earth’s climate and our sense of touch to efforts to safeguard freedom of expression.

See them all presented here.
Nobel Prizes 2021

Explore prizes and laureates

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