Professor Engle is an expert in time series analysis with a long-standing interest in the analysis of financial markets. His ARCH model and its generalizations have become indispensable tools not only for researchers, but also for analysts of financial markets. Many of these methods are now featured in the innovative public web site, V-LAB, where daily estimates of volatilities and correlations for more than a thousand assets can be found. These forecasts use both traditional and state of the art statistical methods. These computations are used in evaluating portfolio risk, asset allocation, derivative pricing and systemic risk measures now incorporated in the NYU Stern Systemic Risk Rankings. His research has produced such innovative statistical methods as cointegration, common features, autoregressive conditional duration (ACD), CAViaR, and DCC models. Now multiplicative error models (MEM) and factor spline garch (FSG) combine these into ever more powerful statistical tools.
Professor Engle is the Director of the NYU Stern Volatility Institute and a co-founding president of the Society for Financial Econometrics (SoFiE), a global non-profit organization housed at NYU. Before joining NYU Stern in 2000, he was Chancellor’s Associates Professor and Economics Department Chair at the University of California, San Diego and Associate Professor of Economics at MIT. He is a member of the National Academy of Science.
He received his Bachelor of Science from Williams College and his MS in Physics and PhD in Economics from Cornell University. He grew up in Media, Pennsylvania, spent 25 years in San Diego and now lives in New York City.
All American Speakers is a speakers bureau and booking agency providing information on booking Robert F. Engle for speaking engagements, personal appearances and corporate events. Contact an All American Speakers Bureau booking agent for more information on Robert F. Engle speaking fees, availability, speech topics and cost to hire for your next event.
Please Note: All American Speakers Bureau acts only as an entertainment broker/producer for corporate functions, private engagements and special events. All American Speakers Bureau does not claim or represent itself as the exclusive agent or management of Robert F. Engle or any artist on this website. Speaker fees are determined based on a number of factors and may change without notice. Fees often vary based on a number of factors including: speakers schedule, supply and demand, length of presentation, location of event and other factors. Fee Ranges listed on this website are intended to serve only as a guideline. In some cases, the actual price quote may be above or below the stated range.
All American Speakers Bureau is a celebrity booking agency and talent buyer which supplies celebrity talent worldwide. We secure speakers and celebrities for speaking engagements, advertising campaigns, personal appearances, commercials, licensing, voice-overs, product endorsements, spokesperson campaigns, publicity events, corporate entertainment, trade shows, and media tours.
Related Tags: Information on keynote speaking engagements, personal appearances, corporate entertainment and appearance fees for Robert F. Engle, an inspirational motivational speaker. bio for Robert F. Engle agency, manager, speaker fees, speaking agency entertainment booking agency, speaker's fee, how to book, booking agencies for lectures, speaking event, celebrity appearances for hire, who is agent, manager, publicist, who represents, speakers bureau management who represents Robert F. Engle