Tim Bollerslev

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Tim Bollerslev is the Juanita and Clifton Kreps Professor of Economics at Duke University. He received his Ph.D. from UCSD.

A fellow of the Economeric Society, Bollerslev is known for his ideas for measuring and forecasting financial market volatility and for the GARCH (eneralized autoregressive conditional heteroskedasticity) model. He is editor of the Journal of Applied Econometrics.

Prior to coming to Duke, Bollerslev taught at the University of Virginia and Northwestern University.

[edit] External links

• Bollerslev's Duke page

Retrieved from "http://en.wikipedia.org../../../t/i/m/Tim_Bollerslev_4b33.html"

Categories: Orphaned articles from November 2006 | All orphaned articles | Duke University faculty | Economists

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