Tim Bollerslev
Duke University
Public scientific profile · Unclaimed
Built from public scholarly sources. Expertise is inferred by ScienceWe from publications and has not been confirmed by the scientist.
Top expertise
Financial Risk and Volatility Modeling
Strong evidence · 7 supporting papers · latest 2026
Financial Markets and Investment Strategies
Strong evidence · 7 supporting papers · latest 2026
Market Dynamics and Volatility
Strong evidence · 5 supporting papers · latest 2026
Stochastic processes and financial applications
Strong evidence · 6 supporting papers · latest 2025
Stock Market Forecasting Methods
Strong evidence · 2 supporting papers · latest 2025
Monetary Policy and Economic Impact
Strong evidence · 2 supporting papers · latest 2024
Risk and Portfolio Optimization
Strong evidence · 2 supporting papers · latest 2025
Insurance, Mortality, Demography, Risk Management
Solid evidence · 1 supporting paper · latest 2023
Publications (15)
The jump leverage risk premium
2023DOI
Forecasting and Managing Correlation Risks
2026DOI
Granular betas and risk premium functions
2025DOI
Reprint of: Generalized Autoregressive Conditional Heteroskedasticity
2023DOI
Optimal Inference for Spot Regressions
2024DOI
Intraday Market Return Predictability Culled from the Factor Zoo
2025DOI
The story of GARCH: A personal odyssey
2023DOI
Optimal Candlestick-Based Spot Volatility Estimation: New Tricks and Feasible Inference Procedures
2024DOI
Intraday Market Return Predictability Culled from the Factor Zoo
2023DOI
Optimal nonparametric range-based volatility estimation
2023DOI
Optimal Candlestick-Based Spot Volatility Estimation: New Tricks and Feasible Inference Procedures
2025DOI
Granular Betas and Risk Premium Functions
2024DOI
News and Asset Pricing: A High-Frequency Anatomy of the SDF
2024DOI
Illuminating Important Economic News by Candlesticks: Optimal Testing meets Technical Analysis
2025DOI
Optimal Inference for Spot Regressions
2023DOI
Organizations in sourced records
Affiliation evidence only — not confirmed current employment.
- Duke University
Source: OpenAlex · retrieved 2026-09-27