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Hace 6 días · Robert F. Engle 1964, won the 2003 Nobel Prize in Economics "for methods of analyzing economic time series with time-varying volatility" (ARCH models); holds the Armellino Chair at New York University; graduated with highest honors in Physics
30 de jun. de 2024 · U.S. President Theodore Roosevelt was the first American to win a Nobel Prize of any kind, being awarded the Nobel Peace Prize in 1906 for his role in negotiating peace for the Russo-Japanese War. [4] .
29 de jun. de 2024 · novelist, playwright, poet. Nobel Prize - Economics, Winners, Awards: The table provides a chronological list of recipients of the Nobel Prize for Economics.
1 de jul. de 2024 · See a searchable list of endowed chairs at UC San Diego. Use the data table below to find endowed chairs. Click on an endowed chair for more information. Use the Filter box to narrow your search to a specific academic area or VC area.
Hace 4 días · Abstract. We propose and implement a procedure to optimally hedge climate change risk. First, we construct climate risk indices through textual analysis of newspapers. Second, we present a new approach to compute factor-mimicking portfolios to build climate risk hedge portfolios. The new mimicking portfolio approach is much more efficient than ...
Hace 4 días · Ye Liping (2022) found that climate news risk has a time-varying impact on financial market uncertainty 8 based on the wall street climate news index constructed by Robert F Engle et al 9.
1 de jul. de 2024 · Engle's Nobel Prize citation focuses on his path-breaking work on autoregressive conditional heteroskedasticity (ARCH) and the profound effect that this work has had on the field of financial econometrics.
