Robert Engle

11 papers and 1.6k indexed citations i.

Robert Engle has authored 11 papers that have received a total of 1.6k indexed citations. This includes 9 papers in Finance, 5 papers in Economics and Econometrics and 2 papers in Accounting. The topics of these papers are Financial Risk and Volatility Modeling (7 papers), Financial Markets and Investment Strategies (5 papers) and Stochastic processes and financial applications (4 papers). Robert Engle is often cited by papers focused on Financial Risk and Volatility Modeling (7 papers), Financial Markets and Investment Strategies (5 papers) and Stochastic processes and financial applications (4 papers) and collaborates with scholars based in United States, South Korea and United Kingdom. Robert Engle's co-authors include Éric Ghysels, Victor Ng, Michael J. Fleming, Bumjean Sohn and Giang Nguyen and has published in prestigious journals such as The Journal of Finance, American Economic Review and Journal of Econometrics