Robert Engel

Character experiences

graduated from Williamscollege, a bachelor of physics.

1966 and 1969, the University of Cornell was a master's degree in physics and economics.

from 1969 to 1974, Ren Ma Tao Institute of Technology helps professors.

in 1975, it was transferred to Associate Professor, California, San Diego, raised from 1977 to President, and served as the Department of Economics at the University of 1990 to 1994.

Beginning 1999, the University of New York, the University of Stern Business School, has now been a member of the US Metrology Society and academicians of American Arts and Sciences.

Engel and Granger have worked for many years in the University of California.

Main contribution

◆ "Cooperation, Core Relationship and Prediction: Granger Memorial Wen" (with White Co) Oxford University Press, 1999;

< P> ◆ "Arch: Reading" Oxford Publishing House, 1995;

◆ "Measurement Economics Manual (Volume 4)" (edited with McLea) McFadden, North Holland Press, 1994;

◆ "Long-term economic relations: Cooperation Reading Materials" (with Granz) Oxford Publishing House, 1991, etc.

Robert Engel's main academic achievements and contributions

His contribution is to establish key concepts describing the vapority of economic time series data: The regression conditions are different (ARCH), and a series of volatility models and statistical analysis methods are developed. Sweden Royal Academy said he is not only the brilliant model of researchers, but also a model of financial analysts, not only provides indispensable tools, but also for analysts in asset pricing, asset allocation and risk assessment. Located shortcut.

As a time series analysis expert, Engel is known for the analysis of the empirical model of dynamic economic financial phenomena. His research footprint returns from the early wave band, assuming test and foreign bobility, has been overdooted by the coachet analysis, ARCH model analysis, and ultra-high frequency analysis of financial asset income data.

As an important pioneer in the field of financial measuring in the past 20 years, he has long-term interest in financial market, in the interest in financial metering and economics, involving financial market microstructure, equity assets, interest rates, exchange rates And options, etc. In Engel, with the development of electronic transactions, future financial metering economics can make the financial market to make the city, brokers and traders, with statistical analysis, and automatically make the most according to the specific market environment and goals. Excellent strategy.

As he said, the research without the application is boring, but the consultant work for too many and lack of research significance is the same. Engel's brilliant achievements, in addition to the early and Granje, Han Decheng, and the academic exchange of Economists and the e economists in the University of California, and the academic exchanges in the University of California, and will benefit from New York and New York. University real environment. New York as the World Financial Center, providing the data needed for financial problems and model analysis for his academic research; and colleagues in the Financial practice of Stern Business School, New York University, the views provided on practical problems, And deeply inspired his model research.

Interesting is that the Nobel's Economics Award winner, in the era of ambition, is eager to become a physicist. When applying for study graduate students, he applied for the Physics of Cornell University and Berkeley. After the telephone contact with the Berkeley Graduate School was delayed, Cornell was finally chosen, where he was still eager to become a member of the superconducting research team, but he was inspired after a year, as many friends around them, decided Steering economics. Engel, which is born by physics, can be said to be a driving, and after getting a master's degree in physics, I will get a Ph.D. in Economics. In fact, many economists have a physics background in history, and the 2000 Novo winners Macquard is also the case.

Sweden Royal Academy said that Engel's ARCH theoretical model has become an essential tool for research and financial market analyzers to assess prices and risks.

2003 Nobel Economics Award finally awarded US economist Robert Engel and British economist Cleif Granje two metronical economists. This is a third degree award of the measurement economics after the first 1969 and 2000.

Get Honor

◆ Academician Art and Academy of Sciences;

◆ Metrology Association Adviser;

◆ Financial Quantity Research Institute Rogerf.Murray award;

◆ Researcher of the US Economic Research Bureau;

◆ Member of the Metrology Association;

◆ MIT Graduate Economy Search Association Outstanding Teaching Award.

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