Robert F. Engle III

The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2003

Prize Lecture

Risk and Volatility: Econometric Models and Financial Practice

Robert F. Engle held his Prize Lecture December 8, 2003, at Aula Magna, Stockholm University. He was presented by Professor Torsten Persson, Chairman of the Prize Committee for Economic Sciences.

5 min. 

41 min. 

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From Les Prix Nobel. The Nobel Prizes 2003, Editor Tore Frängsmyr, [Nobel Foundation], Stockholm, 2004