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:
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.
Tim Bollerslev;Tim Bollerslev
Tim Bollerslev;Ray Y. Chou;Kenneth F. Kroner
Tim Bollerslev
Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Paul Labys
Tim Bollerslev;Robert F. Engle;Jeffrey M. Wooldridge
Torben G. Andersen;Tim Bollerslev
Tim Bollerslev;Jeffrey M. Wooldridge
Tim Bollerslev
Richard T. Baillie;Tim Bollerslev;Hans Ole Mikkelsen
Torben G Andersen;Tim Bollerslev;Francis X Diebold;Paul Labys
Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Heiko Ebens
T. Bollerslev
K. C. Chan;G. Andrew Karolyi;Francis A. Longstaff;Anthony B. Sanders
Torben Andersen;Tim Bollerslev;Francis Diebold
Tim Bollerslev;George Tauchen;Hao Zhou
Torben G. Andersen;Tim Bollerslev;Francis X. Diebold;Clara Vega
Torben G. Andersen;Tim Bollerslev
Tim Bollerslev;Hans Ole Mikkelsen
Torben G. Andersen;Tim Bollerslev
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Richard T. Baillie;Tim Bollerslev
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