Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2003
Photo from the Nobel Foundation archive.
Robert F. Engle III
Prize share: 1/2
Photo from the Nobel Foundation archive.
Clive W.J. Granger
Prize share: 1/2
The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2003 was divided equally between Robert F. Engle III "for methods of analyzing economic time series with time-varying volatility (ARCH)" and Clive W.J. Granger "for methods of analyzing economic time series with common trends (cointegration)"
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