Tim Bollerslev

From Wikipedia, the free encyclopedia

This article is orphaned as few or no other articles link to it.
Please help introduce links in articles on related topics. (November 2006)

Tim Peter Bollerslev (born May 11, 1958 in Copenhagen, Denmark) 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. He is editor of the Journal of Applied Econometrics.

[edit] Biography

Tim Bollerslev received his MSc in economics and mathematics in 1983 from the University of Aarhus in Denmark. He continued his studies in the U.S., earning his Ph.D. in 1986 from the University of California at San Diego with a thesis written under the supervision of Robert F. Engle (Nobel Prize in Economics winner in 2003).

After his graduate studies, Bollerslev taught at the Northwestern University between 1986-1995 and at the University of Virginia between 1996-1998. Since 1998 he is the Juanita and Clifton Kreps Professor of Economics at Duke University.