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ENGLE PRIZE IN FINANCIAL ECONOMETRICS

The Engle Prize is awarded every two or three years to the young scholar or student who has published the best article in the Journal of Financial Econometrics over the preceding period. A ‘young scholar’ is defined as someone who obtained his/her PhD no more than five years prior to acceptance of the article. Young scholars who co-authored a paper are also eligible for the prize. The selection committee for the Prize comprises the Journal's editors and external members. The prize is $1,500

Winners of the Engle Prize: 

2013 Award (for best paper published in 2010, 2011 and 2012 volumes): 
Christian T. Brownlees for the paper Comparison of volatility measures: a risk management perspective
Journal of Financial Econometrics(2010) 8: 29-56 

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: 130-16

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