Tim Bollerslev

Tim Peter Bollerslev (born May 11, 1958) is a Danish economist, currently the Juanita and Clifton Kreps Professor of Economics at Duke University. A fellow of the Econometric Society, Bollerslev is known for his ideas for measuring and forecasting financial marketvolatility and for the GARCH (generalized autoregressive conditional heteroskedasticity) model.