World's Best Scientists 2026 revealed!
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Economics and Finance
USA
2026

D-Index & Metrics

Economics and Finance

D-Index
101
Citations
170607
World Ranking
96
National Ranking
75

Tim Bollerslev publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Tim Bollerslev sits on this spectrum.

42–46 publications: 1 scientists 47–51 publications: 12 scientists 52–56 publications: 7 scientists 57–61 publications: 23 scientists 62–66 publications: 32 scientists 67–71 publications: 36 scientists 72–76 publications: 56 scientists 77–81 publications: 57 scientists 82–86 publications: 70 scientists 87–91 publications: 86 scientists 92–96 publications: 72 scientists 97–101 publications: 106 scientists 102–106 publications: 97 scientists 107–111 publications: 96 scientists 112–116 publications: 101 scientists 117–121 publications: 103 scientists 122–126 publications: 102 scientists 127–131 publications: 108 scientists 132–136 publications: 107 scientists 137–141 publications: 111 scientists 142–146 publications: 94 scientists 147–151 publications: 96 scientists 152–156 publications: 100 scientists 157–161 publications: 74 scientists 162–166 publications: 68 scientists 167–171 publications: 91 scientists 172–176 publications: 76 scientists 177–181 publications: 75 scientists 182–186 publications: 61 scientists 187–191 publications: 66 scientists 192–196 publications: 68 scientists 197–201 publications: 71 scientists 202–206 publications: 60 scientists 207–211 publications: 56 scientists 212–216 publications: 44 scientists 217–221 publications: 51 scientists 222–226 publications: 65 scientists 227–231 publications: 48 scientists 232–236 publications: 59 scientists 237–241 publications: 37 scientists 242–246 publications: 37 scientists 247–251 publications: 41 scientists 252–256 publications: 43 scientists 257–261 publications: 33 scientists 262–266 publications: 34 scientists 267–271 publications: 39 scientists 272–276 publications: 25 scientists 277–281 publications: 29 scientists 282–286 publications: 29 scientists 287–291 publications: 26 scientists 292–296 publications: 31 scientists 297–301 publications: 31 scientists 302–306 publications: 24 scientists 307–311 publications: 28 scientists 312–316 publications: 24 scientists 317–321 publications: 13 scientists 322–326 publications: 14 scientists 327–331 publications: 25 scientists 332–336 publications: 18 scientists 337–341 publications: 16 scientists 342–346 publications: 18 scientists 347–351 publications: 15 scientists 352–356 publications: 17 scientists 357–361 publications: 19 scientists 362–366 publications: 16 scientists 367–371 publications: 17 scientists 372–376 publications: 7 scientists 377–381 publications: 18 scientists 382–386 publications: 13 scientists 387–391 publications: 19 scientists 392–396 publications: 9 scientists 397–401 publications: 10 scientists 402–406 publications: 13 scientists 407–411 publications: 13 scientists 412–416 publications: 5 scientists 417–421 publications: 10 scientists 422–426 publications: 6 scientists 427–431 publications: 12 scientists 432–436 publications: 9 scientists 437–441 publications: 9 scientists 442–446 publications: 10 scientists 447–451 publications: 12 scientists 452–456 publications: 8 scientists 457–461 publications: 4 scientists 462–466 publications: 7 scientists 467–471 publications: 4 scientists 472–476 publications: 5 scientists 477–481 publications: 6 scientists 482–486 publications: 7 scientists 487–491 publications: 8 scientists 492–496 publications: 5 scientists 497–501 publications: 4 scientists 502–506 publications: 4 scientists 507–511 publications: 5 scientists 512–516 publications: 7 scientists 517–520 publications: 7 scientists 521+ publications: 99 scientists
42 publications 521+

This scientist: 177 publications — 53rd percentile

53% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Tim Bollerslev D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Tim Bollerslev sits on this spectrum.

30 D-Index: 126 scientists 31 D-Index: 147 scientists 32 D-Index: 157 scientists 33 D-Index: 178 scientists 34 D-Index: 171 scientists 35 D-Index: 141 scientists 36 D-Index: 132 scientists 37 D-Index: 129 scientists 38 D-Index: 130 scientists 39 D-Index: 120 scientists 40 D-Index: 117 scientists 41 D-Index: 113 scientists 42 D-Index: 114 scientists 43 D-Index: 97 scientists 44 D-Index: 115 scientists 45 D-Index: 86 scientists 46 D-Index: 78 scientists 47 D-Index: 83 scientists 48 D-Index: 62 scientists 49 D-Index: 74 scientists 50 D-Index: 50 scientists 51 D-Index: 66 scientists 52 D-Index: 69 scientists 53 D-Index: 55 scientists 54 D-Index: 67 scientists 55 D-Index: 61 scientists 56 D-Index: 62 scientists 57 D-Index: 45 scientists 58 D-Index: 34 scientists 59 D-Index: 47 scientists 60 D-Index: 46 scientists 61 D-Index: 36 scientists 62 D-Index: 37 scientists 63 D-Index: 56 scientists 64 D-Index: 50 scientists 65 D-Index: 32 scientists 66 D-Index: 28 scientists 67 D-Index: 30 scientists 68 D-Index: 24 scientists 69 D-Index: 25 scientists 70 D-Index: 22 scientists 71 D-Index: 21 scientists 72 D-Index: 26 scientists 73 D-Index: 24 scientists 74 D-Index: 23 scientists 75 D-Index: 12 scientists 76 D-Index: 14 scientists 77 D-Index: 15 scientists 78 D-Index: 15 scientists 79 D-Index: 17 scientists 80 D-Index: 17 scientists 81 D-Index: 11 scientists 82 D-Index: 10 scientists 83 D-Index: 16 scientists 84 D-Index: 11 scientists 85 D-Index: 5 scientists 86 D-Index: 9 scientists 87 D-Index: 13 scientists 88 D-Index: 9 scientists 89 D-Index: 7 scientists 90 D-Index: 6 scientists 91 D-Index: 4 scientists 92 D-Index: 8 scientists 93 D-Index: 10 scientists 94 D-Index: 11 scientists 95 D-Index: 6 scientists 96 D-Index: 4 scientists 97 D-Index: 4 scientists 98 D-Index: 6 scientists 99 D-Index: 6 scientists 100 D-Index: 8 scientists 101+ D-Index: 100 scientists
30 D-Index 101+

This scientist: 101 D-Index — 97th percentile

97% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Research.com Recognitions

  • 2026 - Research.com Economics and Finance in United States Leader Award
  • 2025 - Research.com Economics and Finance in United States Leader Award
  • 2024 - Research.com Economics and Finance in United States Leader Award
  • 2011 - Fellow of the American Statistical Association (ASA)
  • 1999 - Fellows of the Econometric Society

Overview

Tim Bollerslev is affiliated with Duke University in the United States and has contributed extensively to the field of Economics, Econometrics, and Finance. Their research primarily spans various subfields such as Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Statistics and Probability, and Management Science and Operations Research.

Their body of work often addresses key topics including Financial Risk and Volatility Modeling, Market Dynamics and Volatility, Financial Markets and Investment Strategies, Stochastic processes and financial applications, Monetary Policy and Economic Impact, Statistical Methods and Inference, and Forecasting Techniques and Applications.

Recent papers authored by Tim Bollerslev cover a range of topics mostly related to volatility and covariance modeling in financial markets. These include:

  • Multivariate leverage effects and realized semicovariance GARCH models (2020, Journal of Econometrics)
  • Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal (2021, Journal of Financial Econometrics)
  • From zero to hero: Realized partial (co)variances (2021, Journal of Econometrics)
  • Fixed- k inference for volatility (2021, Quantitative Economics)
  • Realized Semi(Co)Variation: Signs that All Volatilities are Not Created Equal (2021, SSRN Electronic Journal)

They frequently publish in venues such as the Journal of Econometrics, SSRN Electronic Journal, Journal of Financial Econometrics, Quantitative Economics, and the American Economic Review.

Collaborations have been a significant part of their scholarly work, with frequent coauthors including Jia Li, Andrew J. Patton, Rogier Quaedvlieg, Yuexuan Ren, and Qiyuan Li.

Tim Bollerslev's research has been recognized by professional organizations, receiving honors such as becoming a Fellow of the American Statistical Association in 2011 and a Fellow of the Econometric Society in 1999.

Best Publications

  • Generalized autoregressive conditional heteroskedasticity

    Tim Bollerslev;Tim Bollerslev

  • ARCH modeling in finance: A review of the theory and empirical evidence

    Tim Bollerslev;Ray Y. Chou;Kenneth F. Kroner

  • Modelling the Coherence in Short-run Nominal Exchange Rates: A Multivariate Generalized ARCH Model.

    Tim Bollerslev

  • MODELING AND FORECASTING REALIZED VOLATILITY

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Paul Labys

  • A Capital Asset Pricing Model with Time-varying Covariances

    Tim Bollerslev;Robert F. Engle;Jeffrey M. Wooldridge

  • ANSWERING THE SKEPTICS: YES, STANDARD VOLATILITY MODELS DO PROVIDE ACCURATE FORECASTS*

    Torben G. Andersen;Tim Bollerslev

  • Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances

    Tim Bollerslev;Jeffrey M. Wooldridge

  • A CONDITIONALLY HETEROSKEDASTIC TIME SERIES MODEL FOR SPECULATIVE PRICES AND RATES OF RETURN

    Tim Bollerslev

  • Fractionally integrated generalized autoregressive conditional heteroskedasticity

    Richard T. Baillie;Tim Bollerslev;Hans Ole Mikkelsen

  • The Distribution of Realized Exchange Rate Volatility

    Torben G Andersen;Tim Bollerslev;Francis X Diebold;Paul Labys

  • The distribution of realized stock return volatility

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Heiko Ebens

  • Generalized autoregressive conditional heteroscedasticity

    T. Bollerslev

  • An Empirical Comparison of Alternative Models of the Short‐Term Interest Rate

    K. C. Chan;G. Andrew Karolyi;Francis A. Longstaff;Anthony B. Sanders

  • Roughing it Up: Including Jump Components in the Measurement, Modeling and Forecasting of Return Volatility

    Torben Andersen;Tim Bollerslev;Francis Diebold

  • Expected Stock Returns and Variance Risk Premia

    Tim Bollerslev;George Tauchen;Hao Zhou

  • Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange *

    Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Clara Vega

  • Intraday periodicity and volatility persistence in financial markets

    Torben G. Andersen;Tim Bollerslev

  • MODELING AND PRICING LONG- MEMORY IN STOCK MARKET VOLATILITY

    Tim Bollerslev;Hans Ole Mikkelsen

  • Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies

    Torben G. Andersen;Tim Bollerslev

  • Expected Stock Returns and Variance Risk Premia

    Unknown

  • The Message in Daily Exchange Rates: A Conditional-Variance Tale

    Richard T. Baillie;Tim Bollerslev

Frequent Co-Authors

Torben G. Andersen
Torben G. Andersen Northwestern University
Francis X. Diebold
Francis X. Diebold University of Pennsylvania
Viktor Todorov
Viktor Todorov Northwestern University
Richard T. Baillie
Richard T. Baillie King's College London
Hao Zhou
Hao Zhou Tsinghua University
George Tauchen
George Tauchen Duke University
Andrew J. Patton
Andrew J. Patton Duke University
Peter Christoffersen
Peter Christoffersen University of Toronto
Lasse Heje Pedersen
Lasse Heje Pedersen Copenhagen Business School
Eric Ghysels
Eric Ghysels University of North Carolina at Chapel Hill

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