The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Robert F. Engle sits on this spectrum.
This scientist: 321 publications — 86th percentile
86% of scientists in this discipline score the same or lower.
The last bar groups every scientist with 521 publications or more.
The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Robert F. Engle sits on this spectrum.
This scientist: 118 D-Index — 99th percentile
99% of scientists in this discipline score the same or lower.
The last bar groups every scientist with 101 D-Index or more.
Robert F. Engle is affiliated with New York University in the United States. Their research primarily focuses on the fields of Economics, Econometrics, and Finance, with a particular emphasis on finance and econometrics subfields. Their work covers topics including market dynamics and volatility, financial risk and volatility modeling, financial markets and investment strategies, complex systems and time series analysis, banking stability and regulation, global financial crisis and policies, as well as sustainable finance and green bonds.
They have published in several academic venues, with the most frequent being the SSRN Electronic Journal, followed by The Journal of Portfolio Management, Journal of Econometrics, Annual Review of Financial Economics, and the Journal of Financial Economics.
Their recent papers include:
The scientist has collaborated frequently with several co-authors, including Viral V. Acharya, Hyeyoon Jung, Gianluca De Nard, Johannes Stroebel, and Xuran Zeng.
They have also contributed to books, notably publishing the "Handbook of Financial Stress Testing" in 2022 through Cambridge University Press.
Over their career, Robert F. Engle has received several awards and honors, such as the Nobel Memorial Prize in Economics in 2003 for methods of analyzing economic time series with time-varying volatility (ARCH). Other recognitions include becoming a Fellow of the American Finance Association (AFA) and a Member of the National Academy of Sciences in 2005, as well as fellowships at the American Academy of Arts and Sciences, the Financial Management Association, and the Financial Institutions Center.
Robert F. Engle;Clive W. J. Granger
Robert F. Engle
Robert Engle
Robert F. Engle;Victor K. Ng
Robert F. Engle;Kenneth F. Kroner
Zhuanxin Ding;Clive W.J. Granger;Robert F. Engle
Tim Bollerslev;Robert F. Engle;Jeffrey M. Wooldridge
Robert F. Engle;David M. Lilien;Russell P. Robins
Robert F. Engle;Byung Sam Yoo
Robert F Engle;Simone Manganelli
Robert F. Engle;Jeffrey R. Russell
Robert F. Engle;Kevin Sheppard
Svend Hylleberg;Robert F. Engle;Clive W. J. Granger;Byung Sam Yoo
Lorenzo Cappiello;Robert F. Engle;Kevin Sheppard
R F Engle;Granger C.W.J.
Robert Engle
Robert F Engle
Robert F Engle;Takatoshi Ito;Wen-Ling Lin
Viral Acharya;Robert Engle;Matthew Richardson
Robert F. Engle;C. W. J. Granger;John Rice;Andrew Weiss
Christian Brownlees;Robert F. Engle
S. Hylleberg;R. F. Engle;C. W. J. Granger;B. S. Yoo
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