- 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...
-
forecasting and
derivatives pricing. The ARCH (Engle, 1982) and
GARCH (
Bollerslev, 1986)
models aim to more
accurately describe the
phenomenon of volatility...
- Econometrica. 50 (4): 987–1007. doi:10.2307/1912773. JSTOR 1912773.
Bollerslev, Tim (1986). "Generalized
Autoregressive Conditional Heteroskedasticity"...
- PMC 3153390. PMID 19594297.
Frost M,
Andersen T,
Gossiel F,
Hansen S,
Bollerslev J, van Hul W, et al. (August 2011). "Levels of serotonin, sclerostin,...
- doi:10.1002/for.841. ISSN 1099-131X. S2CID 154615850. Andersen,
Torben G.;
Bollerslev, Tim (1998). "Answering the Skeptics: Yes,
Standard Volatility Models...
-
Other highly influential researchers include Torben G. Andersen, Tim
Bollerslev and Neil Shephard. Brooks,
Chris (2014).
Introductory Econometrics for...
- Macro-Investment
Analysis (hypertext).
Stanford University See, e.g., Tim
Bollerslev (2019). "Risk and
Return in Equilibrium: The
Capital ****et
Pricing Model...
- (7414): 530–534. doi:10.1136/bmj.327.7414.530. PMC 192894. PMID 12958111.
Bollerslev J,
Jansson S,
Mollerup CL, et al. (2007). "Medical observation, compared...
- 3 (3): 222–240. doi:10.1504/IJFMD.2014.059637. Andersen,
Torben G.;
Bollerslev, Tim (1998). "Answering the Skeptics: Yes,
Standard Volatility Models...
- 11.2.261. JSTOR 3689808. S2CID 22489650. SSRN 1086184. See, e.g., Tim
Bollerslev (2019). "Risk and
Return in Equilibrium: The
Capital ****et
Pricing Model...
