Tim Bollerslev
| Use attributes for filter ! | |
| Gender | Male |
|---|---|
| Contributions | GARCH |
| Doctoral advisors | Clive Granger |
| Robert F. Engle | |
| Fields | Econometrics |
| Financial economics | |
| Macroeconomics | |
| Job | Economist |
| Education | Aarhus University |
| University of California San Diego | |
| Books | Periodic Autoregressive Conditional Heteroskedasticity |
| Volatility and Time Series Econometrics: Essays in Honor of Robert Engle | |
| Born | Copenhagen |
| Denmark | |
| Affiliations | Duke University |
| Doctor advisor | Robert F. Engle |
| Interests | Financial Econometrics |
| Asset Pricing | |
| Time Series Econometrics | |
| H index | 85 |
| Academic advisor | Robert F. Engle |
| Awards | Rigmor and Carl Holst-Knudsen Award for Scientific Research |
| Citations | 118,500 |
| Publications | scholar.google.com |
| Date of Reg. | |
| Date of Upd. | |
| ID | 586441 |
Tim Bollerslev Life story
Tim Peter Bollerslev is a Danish economist, currently the Juanita and Clifton Kreps Professor of Economics at Duke University. A fellow of the Econometric Society, Bollerslev is known for his ideas for measuring and forecasting financial market volatility and for the GARCH model.
Tim Bollerslev Photos
