Person · Open Library
- Born
- 1958
- Works
- 5
Top works
- Volatility and time series econometrics
- Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
- Financial market efficiency tests
- Volatility puzzles
- Quasi-maximum likelihood estimation of dynamic models with time varying covariances
via Open Library + Wikidata
Key dates
- Born
- 1 January 1958
via Wikidata · CC0
Wikidata facts
- Instance of
- human
- Given name
- Tim
- Gender
- male
- Citizenship
- Danish Realm
- Place of birth
- Copenhagen
- Occupation
- university teacher
- Educated at
- University of California, San Diego
- Employer
- Duke University
- Languages spoken
- English language
- Academic degree
- doctorate