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Robert F. Engle III

AKA Robert Fry Engle III

Born: 10-Nov-1942
Birthplace: Syracuse, NY

Gender: Male
Religion: Quaker
Race or Ethnicity: White
Sexual orientation: Straight
Occupation: Economist

Nationality: United States
Executive summary: Autoregressive conditional heteroskedasticity

Robert F. Engle III won the Nobel Prize in Economics in 2003, for developing the ARCH (Autoregressive conditional heteroskedasticity) system to analyze time series data with time-varying volatility. He shared the honor with Clive W.J. Granger. In college Engle played lacrosse and participated in the figure skating club. He studied quantum physics under Nobel Laureate Hans Bethe, interned in Washington DC under John Deutch, and took second place in the 1996 adult competition of the United States Figure Skating Association.

Father: Robert Fry Engle, Jr. (DuPont chemist)
Mother: Mary Starr Engle ("Murry", French teacher, m. 1939)
Sister: Patricia Lee Engle ("Patty", twin, UNICEF official)
Sister: Sally Starr Engle Merry (anthropologist, twin)
Wife: Marianne Eger Engle (psychologist, m. 10-Aug-1969, two children)
Daughter: Lindsey Engle Richland (psychologist)
Son: Jordan Engle (actor, b. May-1980)

    High School: Penncrest High School, Media, PA (1960)
    University: BS Physics, Williams College (1964)
    University: MS Physics, Cornell University (1966)
    University: PhD Economics, Cornell University (1969)
    Teacher: Economics, Massachusetts Institute of Technology (1969-75)
    Teacher: Economics, University of California at San Diego (1975-77)
    Professor: Economics, University of California at San Diego (1977-2003)
    Professor: Finance, New York University (2000-)

    Nobel Prize for Economics 2003 (with Clive W.J. Granger)
    Beta Theta Pi Fraternity
    Phi Beta Kappa Society
    Econometric Society
    French Ancestry Maternal
    Welsh Ancestry Maternal

Official Website:

Author of books:
ARCH: Selected Readings (1995)

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