Tim Bollerslev
Tim Bollerslev publishes mostly in Economics and Econometrics, Finance and General Economics, Econometrics and Finance, on topics such as Market Dynamics and Volatility, Complex Systems and Time Series Analysis and Financial Risk and Volatility Modeling.
- World rank
- #128,162 of 1,633,909 ranked researchers
- Rank in United States
- #54,753 of 358,040
- Works
- 20
- Citations
- 796
- Citations per work
- 39.8
What does Tim Bollerslev research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Economics and Econometrics38% of their works
- 2Finance34% of their works
- 3General Economics, Econometrics and Finance14% of their works
- 4Management Science and Operations Research10% of their works
- 5Statistics and Probability3% of their works
Research topics
Which keywords describe Tim Bollerslev's research?
The keywords of their largest research topics: Monetary Policy, Economic Growth, Economic Policy Uncertainty, Econophysics, Fiscal Policy, GARCH Models, Multifractal Analysis and Oil Price Shocks.
- Stock Market Prediction
- Option Pricing
- Housing Supply
- Asset Pricing
- Oil Price Shocks
- GARCH Models
- Econophysics
- Economic Growth
- Monetary Policy
- Economic Policy Uncertainty
- Fiscal Policy
- Multifractal Analysis
- Volatility
- Stock Returns
- Mortgage Credit Expansion
- Stochastic Calculus
- Time Series Forecasting
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
- Monetary Policy82 topics
- Economic Growth41 topic
- Economic Policy Uncertainty41 topic
- Econophysics41 topic
- Fiscal Policy41 topic
- GARCH Models41 topic
- Multifractal Analysis41 topic
- Oil Price Shocks41 topic
- Volatility41 topic
- Asset Pricing31 topic
- Stock Returns31 topic
- Housing Supply21 topic
- Mortgage Credit Expansion21 topic
- Option Pricing21 topic
- Stochastic Calculus21 topic
- Stock Market Prediction21 topic
- Time Series Forecasting21 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?
Science Explorer counts 20 works and 796 citations for Tim Bollerslev, ranking #128,162 of 1,633,909 researchers worldwide on the composite 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
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