Engle Prize in Financial Econometrics
The Journal of Financial Econometrics is pleased to announce the first Engle Prize. The Prize is awarded every two years to a young scholar who publishes in the journal. The selection committee for the Prize was Tim Bollerslev, René Garcia, Eric Ghysels (Chair), Eric Renault, and Mark Watson.
The Prize was awarded to Andrew J. Patton, London School of Economics, for the article: On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation, 2004, Journal of Financial Econometrics, 2(1), 130-168. This article was also reviewed in the Financial Times, June 9th, 2003.
