Science Explorer Back to mapMap
Discussion
Researcher · Duke University · United States

Tim Bollerslev

Tim Bollerslev publishes mostly in Finance, Economics and Econometrics and General Economics, Econometrics and Finance, on topics such as Financial Risk and Volatility Modeling, Market Dynamics and Volatility and Complex Systems and Time Series Analysis.

ORCID 0000-0919-0660-1846 OpenAlex
World rank
#5,144
of 7,710,434 ranked researchers
Rank in United States
#1,769
of 1,627,098
Works
138
Citations
76k
Citations per work
550.1
h-index
76
i10-index 110Top 0.2% in Finance
Tim Bollerslev

What does Tim Bollerslev research?

Tim Bollerslev's work is mostly in Economics, Econometrics and Finance (93%), Mathematics (1%), Computer Science (1%).

Social Sciences: 130 works · 94.0% of their workEconomics, Econometrics and Finance: 129 works · 93.2% of their workFinance: 66 works · 47.8% of their workEconomics and Econometrics: 47 works · 34.4% of their workGeneral Economics, Econometrics and Finance: 15 works · 11.0% of their workDecision Sciences: 1 works · 0.8% of their workManagement Science and Operations Research: 1 works · 0.8% of their workEverything else: 5 works · 3.7% of their workPhysical Sciences: 3 works · 2.3% of their workMathematics: 2 works · 1.3% of their workStatistics and Probability: 2 works · 1.3% of their workComputer Science: 1 works · 1.0% of their workArtificial Intelligence: 1 works · 1.0% of their workTHEIR WORKTim Bollerslev138works
Physical Sciences2%Social Sciences94%

Their six largest subfields, inside their fields and domains; the grey slice is everything else they publish. The interactive view splits every one of their works down to single topics.

The fields and subfields, with their numbers
    1. Economics, Econometrics and Finance12993.2%
    2. Decision Sciences10.8%
  2. Everything else53.7%
    1. Mathematics21.3%
    2. Computer Science11.0%
  1. 1Finance48% of their works
  2. 2Economics and Econometrics34% of their works
  3. 3General Economics, Econometrics and Finance11% of their works
  4. 4Statistics and Probability1% of their works
  5. 5Artificial Intelligence1% of their works
  6. 6Management Science and Operations Research1% of their works

Research topics

Which keywords describe Tim Bollerslev's research?

The keywords of their largest research topics: Monetary Policy, GARCH Models, Volatility, Economic Policy Uncertainty, Oil Price Shocks, Econophysics, Multifractal Analysis and Economic Growth.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 17 words, with their numbers
  1. Monetary Policy1232 topics
  2. GARCH Models1151 topic
  3. Volatility1151 topic
  4. Economic Policy Uncertainty821 topic
  5. Oil Price Shocks821 topic
  6. Econophysics441 topic
  7. Multifractal Analysis441 topic
  8. Economic Growth411 topic
  9. Fiscal Policy411 topic
  10. Option Pricing381 topic
  11. Stochastic Calculus381 topic
  12. Asset Pricing261 topic
  13. Stock Returns261 topic
  14. Clustering41 topic
  15. Mixture Models41 topic
  16. Regularization41 topic
  17. Variable Selection41 topic

Where does Tim Bollerslev work?

Tim Bollerslev's main affiliation in the publication record is Duke University, United States.

How many publications and citations does Tim Bollerslev have?

OpenAlex counts 138 works and 75,920 citations for Tim Bollerslev, an h-index of 76, ranking #5,144 of 7,710,434 researchers worldwide on the quality score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Other researchers named Tim Bollerslev

Papers, co-authors, who cited this work and researchers on the nearest topics have tabs of their own, above. Is this your page? Claim it with your ORCID iD, or request a correction or removal.

Discussion

Ask a question or share a note about Tim Bollerslev. Posts are plain text and can be reported.