TIME-VARYING VOLATILITY AND NON-STATIONARY TIME SERIES - A Contribution to the Nobel Prize for Robert F. Engle and Clive W. J. Granger

Authors

  • Uwe Hassler Goethe-Universität

Abstract

This year’s Nobel prize for Economics honours in a certain sense the University of California in San Diego (UCSD), where both Clive Granger and Robert Engle worked for a quarter of a century until last year. Clive Granger, born in Great Britain in 1934, studied mathematics and completed a Ph. D. in statistics in Nottingham. In 1974 he settled at the Department of Economics in San Diego. Robert Engle, born in 1942, graduated in physics and received a Ph. D. in economics at Cornell University. He joined San Diego in 1975. Today, Granger is Professor Emeritus of UCSD, and Engle has a chair at the Stern School of Business, New York University.

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Published

26.04.2018

How to Cite

Hassler, Uwe. “TIME-VARYING VOLATILITY AND NON-STATIONARY TIME SERIES - A Contribution to the Nobel Prize for Robert F. Engle and Clive W. J. Granger”. Journal of European Economy, vol. 3, no. 1, Apr. 2018, pp. 33-42, https://jeej.wunu.edu.ua/index.php/enjee/article/view/1145.

Issue

Vol. 3 No. 1 (2004): JOURNAL OF EUROPEAN ECONOMY

Section

FINANCIAL AND BANKING SERVICES MARKET

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