Video: Nobel Laureate, Prof Robert Fry Engle III, Honorary Doctor (PhD hc) - University of Johannesburg


Video: Nobel Laureate, Prof Robert Fry Engle III, Honorary Doctor (PhD hc) - University of Johannesburg


Publishing Date: 2/28/2018 1:00 PM

Nobel Laureate, Prof Robert Fry Engle III, Honorary Doctor (PhD hc) - University of Johannesburg


Nobel Laureate, Middle: Prof Robert Fry Engle III, Honorary Doctor (PhD hc) - University of Johannesburg, Right: Prof Tshilidzi Marwala - Vice-Chancellor, University of Johannesburg

On 19 February 2018 the University of Johannesburg conferred an honorary doctorate on Prof Engle, 2003 Nobel laureate in economics, in recognition of his pioneering discovery of a method for analysing unpredictable movements in financial market prices and interest rates. Prof Engle's research has also brought into being, innovative statistical methods such as co-integration, common features, autoregressive conditional duration and more recently, dynamic conditional correlation models. “ "I'm fortunate to be in South Africa in a time of excitement and new possibilities and I applaud UJ for its leading play in improving education for its students, for South Africa and the pan-African agenda”. 

How much SRISK is too much? Looking at stability of financial markets. Nobel Laureate, Prof Robert Fry Engle III.



On 21 February 2018 Nobel Laureate 2003, Prof Robert Fry Engle III, now also, Honorary Doctor (PhD hc) at the University of Johannesburg, delivered a public lecture that was hosted by the School of Economics in College of Business and Economics, University of Johannesburg.