Engle Prize in Financial Econometrics
The Engle Prize is awarded every two or three years to the scholar who has published the best article in the Journal of Financial Econometrics over the preceding period. The selection committee for the Prize comprises the Journal's editors and external members. The prize is $1,500.
Winners of the Engle Prize:
2010 Award (for best paper published in 2007, 2008 and 2009 volumes):
Fulvio Corsi for the paper A Simple Approximate Long-Memory Model of Realized Volatility,
Journal of Financial Econometrics(2009) 7: 174-196
2007 Award (for best paper published in 2003, 2004, 2005 and 2006 volumes):
Andrew Patton for the paper On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation,
Journal of Financial Econometrics(2004), 2: 130-168
