EntityQ1261927· pop 6· linked from 19 articlesTim BollerslevSign in to saveDanish economistPerson · Open LibraryBorn1958Works5Top worksVolatility and time series econometricsDynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilitiesFinancial market efficiency testsVolatility puzzlesQuasi-maximum likelihood estimation of dynamic models with time varying covariancesvia Open Library + WikidataKey datesBorn1 January 1958via Wikidata · CC0Wikidata factsInstance ofhumanGiven nameTimGendermaleCitizenshipDanish RealmPlace of birthCopenhagenOccupationuniversity teacherEducated atUniversity of California, San DiegoEmployerDuke UniversityLanguages spokenEnglish languageAcademic degreedoctorateConnectionsUniversity of California, San DiegoEntityCopenhagenEntityCategories1958 births20th-century Danish economists21st-century Danish economistsDuke University facultyFellows of the Econometric SocietyFinancial economistsLiving peopleNorthwestern University facultyUniversity of California, San Diego alumni