Tim Bollerslev
Tim Bollerslev | |
|---|---|
| Born | May 11, 1958 Copenhagen, Denmark |
| Academic background | |
| Education | Aarhus University (MSc) University of California, San Diego (PhD) |
| Robert F. Engle | |
| Academic work | |
| Discipline | Econometrics Financial economics Macroeconomics |
School or tradition | Neoclassical economics |
| Institutions | Duke University NBER |
Notable ideas | GARCH |
| Website | |
Tim Peter Bollerslev (born May 11, 1958) 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 (generalized autoregressive conditional heteroskedasticity) model.