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Econometrics Eric Ghysels Robert F. Engle Neil Shephard Volatility Tim Bollerslev Autoregressive conditional heteroskedasticity Andrew Lo Peter Reinhard Hansen Economics Fellows of the Econometric Society Statistics		Add to Reading List Source URL: econ.duke.edu Download Document from Source Website Share Document on Facebook

	The ET Interview: Professor Robert F. Engle Francis X. Diebold1 University of Pennsylvania and NBER January 2003 In the past thirty-five years, time-series econometrics developed from infancy to relative maturity. DocID: 1s9Ob - View Document
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	8th Nordic Econometric Meeting NEM2015 May 28–30, 2015 Arkadiankatu 7 (Economicum Building) Helsinki, Finland DocID: 1ghPz - View Document
	CALCULATION CAPACITY HELPS CREATE AND CALIBRATE MODELS FOR ECONOMICS Estimation of GARCH-models The developer of the (G)ARCH-model, Robert F. Engle, was awarded a shared Nobel Prize in Economics inThe model provid DocID: 1fgpE - View Document
	Trustee Dr. Kenneth F. Kroner ’88 Ken Kroner’s background will undoubtedly prove to be of great value to UCSD Foundation: He’s an alumnus (Ph.D. in Economics ’88), an investment strategist, and was an associate DocID: 1a66E - View Document