Robert F. Engle
Robert F. Engle publishes mostly in Finance, Economics and Econometrics and General Economics, Econometrics and Finance, on topics such as Financial Risk and Volatility Modeling, Market Dynamics and Volatility and Monetary Policy and Economic Impact.
- World rank
- #1,145 of 1,633,909 ranked researchers
- Rank in United States
- #492 of 358,040
- Works
- 85
- Citations
- 8.7k
- Citations per work
- 102.3
What does Robert F. Engle research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance36% of their works
- 2Economics and Econometrics35% of their works
- 3General Economics, Econometrics and Finance14% of their works
- 4Management Science and Operations Research4% of their works
- 5Control and Systems Engineering2% of their works
- 6Atmospheric Science1% of their works
Research topics
- Financial Risk and Volatility Modeling
- Market Dynamics and Volatility
- Monetary Policy and Economic Impact
- Financial Markets and Investment Strategies
- Complex Systems and Time Series Analysis
- Stochastic processes and financial applications
- Stock Market Forecasting Methods
- Insurance and Financial Risk Management
Which keywords describe Robert F. Engle's research?
The keywords of their largest research topics: Monetary Policy, Risk Management, Economic Growth, GARCH Models, Volatility, Economic Policy Uncertainty, Financial Development and Fiscal Policy.
- Stock Market Prediction
- Catastrophe Bonds
- Option Pricing
- Econophysics
- Asset Pricing
- Fiscal Policy
- Economic Policy Uncertainty
- GARCH Models
- Risk Management
- Monetary Policy
- Economic Growth
- Volatility
- Financial Development
- Oil Price Shocks
- Stock Returns
- Multifractal Analysis
- Stochastic Calculus
- Insurance
- Time Series Forecasting
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 19 words, with their numbers
- Monetary Policy222 topics
- Risk Management172 topics
- Economic Growth142 topics
- GARCH Models141 topic
- Volatility141 topic
- Economic Policy Uncertainty111 topic
- Financial Development111 topic
- Fiscal Policy111 topic
- Oil Price Shocks111 topic
- Asset Pricing101 topic
- Stock Returns101 topic
- Econophysics91 topic
- Multifractal Analysis91 topic
- Option Pricing51 topic
- Stochastic Calculus51 topic
- Catastrophe Bonds31 topic
- Insurance31 topic
- Stock Market Prediction31 topic
- Time Series Forecasting31 topic
Where does Robert F. Engle work?
Robert F. Engle's main affiliation in the publication record is New York University, United States.
How many publications and citations does Robert F. Engle have?
Science Explorer counts 85 works and 8,692 citations for Robert F. Engle, ranking #1,145 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.