Tim Bollerslev

Tim Bollerslev is the Juanita and Clifton Kreps Distinguished Professor of Economics at Duke University’s Trinity College of Arts & Sciences. He holds a Ph.D. from the University of California, San Diego (1986) and an M.S. from the University of Aarhus, Denmark (1983). His research focuses on financial econometrics, time-series analysis, and volatility modeling, particularly leveraging high-frequency data to analyze market dynamics.

Key contributions include the development of GARCH models and realized volatility measures. His work has been recognized through awards such as the Carlsberg Foundation Research Prize (2018), ASA Fellowship (2011), and Econometric Society Fellowship (1999). He is affiliated with the National Bureau of Economic Research since 1992.

Recent publications emphasize topics like news impact on asset pricing, intraday market predictability, and correlation risk forecasting. His research integrates econometric theory with practical applications in financial markets.