Robert Engle
Impact in
- Finance top 0.5%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
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- Monetary Policy and Economic Impact
Papers in
- Finance 11
- Financial Risk and Volatility Modeling 8
- Financial Markets and Investment Strategies 4
- Stochastic processes and financial applications 3
-
- Market Dynamics and Volatility 4
- Complex Systems and Time Series Analysis 3
- Insurance and Financial Risk Management 2
- Co-authors
- Victor Ng (2 shared papers)Bryan Kelly (1 shared paper)Éric Ghysels (2 shared papers)Bumjean Sohn (1 shared paper)Neil Shephard (2 shared papers)Kevin Sheppard (2 shared papers)Michael J. Fleming (1 shared paper)Giang Nguyen (1 shared paper)
- Journals
- Journal of Business and Economic Statistics (2 papers)Journal of Financial Economics (1 paper)The Journal of Portfolio Management (1 paper)American Economic Review (1 paper)Journal of money credit and banking (1 paper)
- Partner nations
- United StatesUnited KingdomSouth Korea
In The Last Decade
Robert Engle
13 papers receiving 1.5k citations
Robert Engle's Hit Papers
Peers
Comparison fields: 5 of 63
- Finance 1.4k
- General Economics, Econometrics and Finance 526
- Economics and Econometrics 1.3k
- General Energy 20
- Management Science and Operations Research 155
Countries citing papers authored by Robert Engle
This map shows the geographic impact of Robert Engle's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Robert Engle with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Robert Engle more than expected).
Fields of papers citing papers by Robert Engle
This network shows the impact of papers produced by Robert Engle. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Robert Engle. The network helps show where Robert Engle may publish in the future.
Co-authors
The 9 scholars most cited alongside Robert Engle, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | Measuring and Testing the Impact of News on Volatility Hit paper breakdown → | 1993 | 603 |
| 2 | 2004 | 342 | |
| 3 | Dynamic Equicorrelation Hit paper breakdown → | 2012 | 312 |
| 4 | 2008 | 118 | |
| 5 | 2012 | 70 | |
| 6 | 1993 | 64 | |
| 7 | 2020 | 52 | |
| 8 | 2012 | 36 | |
| 9 | Fitting and testing vast dimensional time-varying covariance models | 2007 | 34 |
| 10 | 2001 | 20 | |
| 11 | 2023 | 13 | |
| 12 | 2025 | 8 | |
| 13 | 2010 | 4 |
About Robert Engle
Robert Engle is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Accounting and Statistics and Probability, having authored 13 papers that have together received 1.7k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (8 papers), Financial Markets and Investment Strategies (4 papers), Market Dynamics and Volatility (4 papers), Complex Systems and Time Series Analysis (3 papers), Stochastic processes and financial applications (3 papers), Monetary Policy and Economic Impact (3 papers), Statistical Methods and Inference (2 papers) and Insurance and Financial Risk Management (2 papers). The work is most often cited by research in Finance (1.4k citations), General Economics, Econometrics and Finance (526 citations), Economics and Econometrics (1.3k citations), General Energy (20 citations) and Management Science and Operations Research (155 citations). Robert Engle has collaborated with scholars based in United States, United Kingdom and South Korea. Frequent co-authors include Victor Ng, Bryan Kelly, Éric Ghysels, Bumjean Sohn, Neil Shephard, Kevin Sheppard, Michael J. Fleming, Giang Nguyen and Turan G. Bali. Their work appears in journals such as Journal of Business and Economic Statistics, Journal of Financial Economics, The Journal of Portfolio Management, American Economic Review and Journal of money credit and banking.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.