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Biographical Info of Tim Bollerslev

Tim Bollerslev is the Juanita and Clifton Kreps Distinguished Professor of Economics at Duke University and Professor of Finance at the Fuqua School of Business at Duke University. He is an elected fellow of the Econometric Society, and a longtime Research Associate at the National Bureau of Economic Research (NBER). He is also a research fellow at the Center for Research in Time Series Econometrics (CREATES) at the University of Aarhus, Denmark. Prior to joining Duke, Bollerslev has held positions as the Sharpe Distinguished Professor of Finance at the Kellogg Graduate School of Management at Northwestern University, and the Commonwealth Professor of Economics at the University of Virginia.

Risk plays a central role in the theory and practice of financial economics and macroeconomics. A burgeon literature has emerged over the past two decades devoted to modeling and better understanding the temporal dependencies in financial market risks and volatilities. Bollerslev’s research has been at the forefront of these developments. Many of his ideas for measuring, modeling, and forecasting financial market volatility are now routinely used by economists and finance practitioners all over the world. The GARCH model invented by Bollerslev was explicitly cited in the press release accompanying the 2003 Nobel Prize in Economics “for methods of analyzing economic time series with time-varying volatility (ARCH)” as the “model most often applied today.”

Bollerslev has published extensively in all of the leading academic journals in the field, and lectured at numerous international conferences, universities, and financial institutions. His research has been continually supported by grants from the National Science Foundation (NSF). He is the author of two of the three most cited papers in the Journal of Econometrics, and he was recently ranked among the top twenty most cited economists in the world. Bollerslev currently serves as co-editor for the Journal of Applied Econometrics, and he has previously served on the editorial board for more than ten other academic journals.

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