Robert F. Engle
Author
Alternate names Robert Fry Engle, R. Engle, R. F. Engle, Robert Engle, Robert F. Engle
Institution New York University
Past institutions New York University, National Bureau of Economic Research, Yale University, University of Zurich, World Bank +5 more
ORCID: Yes
H-index: 108
I10-index: 287
Works count: 528
Citations count: 133,900
Co-Integration and Error Correction: Representation, Estimation, and Testing
1987 · Robert F. Engle, C. W. J. Granger · Econometrica
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
1982 · Robert F. Engle · Econometrica
Dynamic Conditional Correlation
2002 · Robert F. Engle · Journal of Business and Economic Statistics