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. He is editor of the Journal of Applied Econometrics.
alma mater
Aarhus University, University of California San Diego
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