Tim Bollerslev
Tim Bollerslev (born May 11, 1958 in Copenhagen , Denmark ) is a Danish economist specializing in econometrics .
Bollerslev studied at Aarhus University and received his PhD from the University of California at San Diego under Robert F. Engle and Clive WJ Granger . He is currently a professor at Duke University . He was best known for his work on volatility . He developed the GARCH model in 1986 .
Tim Bollerslev is a member of the Scientific Council of the Swiss Finance Institute .
Web links
- Literature by and about Tim Bollerslev in the catalog of the German National Library
- Homepage
Individual evidence
- ↑ Tim Bollerslev's curriculum vitae (PDF; 89 kB)
- ↑ Governing Bodies of the Swiss Finance Institute ( Memento of the original from March 29, 2010 in the Internet Archive ) Info: The archive link was inserted automatically and has not yet been checked. Please check the original and archive link according to the instructions and then remove this notice.
personal data | |
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SURNAME | Bollerslev, Tim |
BRIEF DESCRIPTION | Danish economist |
DATE OF BIRTH | May 11, 1958 |
PLACE OF BIRTH | Copenhagen |