V
erser
Interview Details
Title & Link
IMPRINTS (NUS)-Issue4/04 - RobertEngle.pdf
Publish Date
May 10, 2004
Interviewees
Robert Engle
Interviewers
K.S. Tan
,
Y.K. Leong
Publisher
Institute for Mathematical Sciences, NUS
Topics
academic research and consultancy work
development of ARCH model
impact of research on risk management
switch from physics to economics
People Mentioned
Clive Granger
Milton Friedman
Works Mentioned
ARCH model
GARCH model
GARCH-M model
Nobel Prize in economic science
Places Mentioned
Cornell University
Erasmus University
London School of Economics
MIT
School of Economics and Social Sciences at SMU
Stern School of Business at New York University
University of California at San Diego
Williams College
Let us know if there's something wrong or missing.
Edit this interview