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
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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. |
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Prize Lecture
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Copyright © The Nobel Foundation 2003
From Les Prix Nobel. The Nobel Prizes 2003, Editor Tore Frängsmyr, [Nobel Foundation], Stockholm, 2004