Fellow Julia Schaumburg Awarded Engle Prize
The Engle Prize is awarded every three years to the young scholar or student 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.
Schaumburg has been nominated for her article "Beyond dimension two: A test for higher-order tail risk” published in 2016 and was selected as the prize-winning article out of the thirty other eligible publications. Schaumburg will receive a prize of $ 1,500 and is invited to attend the next annual meeting of the Society for Financial Econometrics in June 2020, where she will be presented with a plaque by Robert Fry Engle, the eponym of the prize.
Read more about the prize on the prize webpage.
Find more about Julia Schaumburg on her personal website.