|Born||May 11, 1958|
|Institution|| Duke University |
|Field|| Econometrics |
|Alma mater|| Aarhus University (M.S.)|
University of California, San Diego (Ph.D.)
|Robert F. Engle|
|Information at IDEAS / RePEc|
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.
Tim Bollerslev received his MSc in economics and mathematics in 1983 from the Aarhus University in Denmark. He continued his studies in the U.S., earning his Ph.D. in 1986 from the University of California at San Diego with a thesis titled Generalized Autoregressive Conditional Heteroskedasticity with Applications in Financewritten under the supervision of Robert F. Engle (Nobel Prize in Economics winner in 2003).
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.
He was a co-editor of the Journal of Applied Econometrics .
Econometrica is a peer-reviewed academic journal of economics, publishing articles in many areas of economics, especially econometrics. It is published by Wiley-Blackwell on behalf of the Econometric Society. The current editor-in-chief is Guido Imbens.
Sir Clive William John Granger was a British econometrician known for his contributions to nonlinear time series analysis. He taught in Britain, at the University of Nottingham and in the United States, at the University of California, San Diego. Granger was awarded the Nobel Memorial Prize in Economic Sciences in 2003 in recognition of the contributions that he and his co-winner, Robert F. Engle, had made to the analysis of time series data. This work fundamentally changed the way in which economists analyse financial and macroeconomic data.
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