Tim Bollerslev

Tim Bollerslev ( born May 11, 1958 in Copenhagen, Denmark ) is a Danish economist with specialization in Econometrics.

Bollerslev studied at Aarhus University and received a PhD degree at the University of California at San Diego under Robert F. Engle and Clive WJ Granger. He is currently a professor at Duke University. He was best known for his work on volatility. He developed the GARCH model 1986.

Tim Bollerslev is a member of the Scientific Council of the Swiss Finance Institute.