Robert F. Engle is an influential economist and statistician known for his contributions to the field of econometrics, particularly in time series analysis. He is best known for developing the Autoregressive Conditional Heteroskedasticity (ARCH) model, which allows for modeling and forecasting volatility in financial time series data. His work has significantly shaped the understanding of how volatility can change over time and its implications for economic forecasting and risk management.
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