@techreport{NBERw10423,
 title = "The Nobel Memorial Prize for Robert F. Engle",
 author = "Francis X. Diebold",
 institution = "National Bureau of Economic Research",
 type = "Working Paper",
 series = "Working Paper Series",
 number = "10423",
 year = "2004",
 month = "April",
 URL = "http://www.nber.org/papers/w10423",
 abstract = {I review and interpret two of Robert Engle's most important contributions: the theory and application of cointegration, and the theory and application of dynamic volatility models. I treat the latter much more extensively, de-emphasizing technical aspects and focusing instead on the intuition, nuances and importance of the work.},
}