Tim Bollerslev | |
|---|---|
| Born | May 11, 1958 Copenhagen, Denmark |
| Nationality | Danish |
| Academic career | |
| Field | Econometrics Financial economics Macroeconomics |
| Institution | Duke University NBER |
| School or tradition | Neoclassical economics |
| Alma mater | Aarhus University (M.S.) University of California, San Diego (Ph.D.) |
| Doctoral advisor | Robert F. Engle |
| Contributions | GARCH |
| Information at IDEAS / RePEc | |
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.