Tim Bollerslev

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. Provided by Wikipedia

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Published 2018
Edward Elgar Pub., Inc.
Other Authors: ...Bollerslev, Tim...

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by Engle, R. F.
Published 2010
Oxford University Press
Other Authors: ...Bollerslev, Tim...