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Bollerslev, Tim (1990). "Modeling the
Coherence in Short-run Nominal Exchange Rates: A Multivariate Generalized ARCH Model".
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Bollerslev, Tim (1992). "ARCH Modeling in
Finance: A Review of the Theory and Empirical Evidence".
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between 1996–1998. Since 1998 he is the
Juanita and Clifton Kreps Professor of Economics at
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Bollerslev, Tim (1988). "A Capital Asset
Pricing Model with Time-Varying Covariances".
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Generalized
Autoregressive Conditional Heteroskedasticity with Applications in Finance
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are widely regarded as carrying forward the work of the Nobel Prize-winning economist
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Generalized
Autoregressive Conditional Heteroskedasticity with Applications in Finance
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Bollerslev, Tim (1986). "Generalized
Autoregressive Conditional Heteroskedasticity".
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in
Denmark. He continued his studies in the U.S., earning his Ph.D. in 1986 from the
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Tim
Bollerslev received his MSc in economics and mathematics in 1983 from the
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After his graduate studies, Bollerslev taught at the
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451:(Ph.D). University of California, San Diego
771:University of California, San Diego alumni
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383:The Review of Economics and Statistics
310:The Review of Economics and Statistics
211:University of California at San Diego
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251:, as acknowledged by Engle himself.
126:University of California, San Diego
781:Fellows of the Econometric Society
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217:written under the supervision of
776:Northwestern University faculty
257:Journal of Applied Econometrics
786:21st-century Danish economists
766:20th-century Danish economists
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232:between 1986–1995 and at the
644:New classical macroeconomics
483:"Tim Bollerslev's home page"
424:10.1016/0304-4076(92)90064-x
354:Journal of Political Economy
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692:Real business cycle school
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301:Bollerslev, Tim (1987).
223:Nobel Prize in Economics
761:Duke University faculty
537:Neoclassical economists
412:Journal of Econometrics
272:Journal of Econometrics
230:Northwestern University
160:IDEAS / RePEc
549:William Stanley Jevons
500:Bollerslev's Duke page
234:University of Virginia
111:Neoclassical economics
612:Jean-Michel Grandmont
459:– via ProQuest.
213:with a thesis titled
791:Financial economists
172:Tim Peter Bollerslev
629:Jean-Pascal BĂ©nassy
584:Walrasian economics
184:Econometric Society
81:Financial economics
720:Edward C. Prescott
182:. A fellow of the
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751:1958 births
700:Robert King
634:Yves Younes
620: [
617:Guy Laroque
554:LĂ©on Walras
245:Mark Watson
156:Information
91:Institution
54:Nationality
745:Categories
455:14 January
432:References
191:volatility
46:Copenhagen
35:1958-05-11
710:John Long
374:154155751
338:153961922
280:CiteSeerX
201:Biography
107:tradition
48:, Denmark
264:Articles
133:Doctoral
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243:He and
135:advisor
128:(Ph.D.)
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399:JSTOR
370:S2CID
345:(PDF)
334:S2CID
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195:GARCH
149:GARCH
73:Field
457:2014
99:NBER
29:Born
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