Background
Bollerslev, Tim Peter was born on May 11, 1958 in Copenhagen, Denmark.
economist university professor
Bollerslev, Tim Peter was born on May 11, 1958 in Copenhagen, Denmark.
Master of Science in Economics and Mathematics, University Aarhus, Denmark, 1983. Doctor of Philosophy in Economics, University California, San Diego, 1986.
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. 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.
He and Mark Watson are widely regarded as carrying forward the work of the Nobel Prize-winning economist Robert F. Engle, as acknowledged by Engle himself.
Fellow Econometric Society. Member American Finance Association, American Statistical Association.
Married Marian Staer. Children: Tasha, Nico, Adrian.