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Robert F. Engle BiographyProfessor 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.
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All American Entertainment (AAE) exclusively represents the interests of talent buyers, and does not claim to be the agency or management for any speaker or artist on this site. AAE is a talent booking agency for paid events only. We do not handle requests for donation of time or media requests for interviews, and cannot provide celebrity contact information.
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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.
Contact a speaker booking agent to check availability on Robert F. Engle and other top speakers and celebrities.
Robert F. Engle is a keynote speaker and industry expert who speaks on a wide range of topics . The estimated speaking fee range to book Robert F. Engle for your event is $50,000 - $100,000. Robert F. Engle generally travels from and can be booked for (private) corporate events, personal appearances, keynote speeches, or other performances. Similar motivational celebrity speakers are Daniel Altman, Tom Stewart, Robert Bruner, Vijay V. Vaitheeswaran and Michael Porter. Contact All American Speakers for ratings, reviews, videos and information on scheduling Robert F. Engle for an upcoming event.
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This website is a resource for event professionals and strives to provide the most comprehensive catalog of thought leaders and industry experts to consider for speaking engagements. A listing or profile on this website does not imply an agency affiliation or endorsement by the talent.
All American Entertainment (AAE) exclusively represents the interests of talent buyers, and does not claim to be the agency or management for any speaker or artist on this site. AAE is a talent booking agency for paid events only. We do not handle requests for donation of time or media requests for interviews, and cannot provide celebrity contact information.
If you are the talent, and wish to request removal from this catalog or report an issue with your profile, please click here.
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