Tim Bollerslev — SPARQNOW

At-a-Glance

Serves as the Juanita and Clifton Kreps Professor of Economics at Duke University
Developed the GARCH (generalized autoregressive conditional heteroskedasticity) model
Known for his ideas in measuring and forecasting financial market volatility
A fellow of the Econometric Society
Received his Ph.D. in 1986 from the University of California at San Diego
Earned his MSc in economics and mathematics in 1983 from Aarhus University

Biography

Tim Bollerslev is a Danish economist and the Juanita and Clifton Kreps Professor of Economics at Duke University. He is a fellow of the Econometric Society and is widely recognized for his contributions to measuring and forecasting financial market volatility. Bollerslev is particularly known for developing the GARCH (generalized autoregressive conditional heteroskedasticity) model.

Bollerslev received his MSc in economics and mathematics from Aarhus University in Denmark in 1983.