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 Stochastic processes and financial applications.
- World rank
- #32,704 of 1,633,909 ranked researchers
- Rank in United States
- #15,243 of 358,040
- Works
- 32
- Citations
- 7.8k
- Citations per work
- 242.7
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.
- 1Finance50% of their works
- 2Economics and Econometrics33% of their works
- 3General Economics, Econometrics and Finance8% of their works
- 4Control and Systems Engineering3% of their works
- 5Management Science and Operations Research3% of their works
- 6Statistics and Probability3% 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, Option Pricing, Stochastic Calculus and Economic Growth.
- TOPSIS
- Parameter Estimation
- Analytic Hierarchy Process
- Fiscal Policy
- Economic Growth
- Option Pricing
- Economic Policy Uncertainty
- GARCH Models
- Monetary Policy
- Volatility
- Oil Price Shocks
- Stochastic Calculus
- Econophysics
- Multifractal Analysis
- Fuzzy Differential Equations
- System Identification
- Uncertainty Theory
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 Policy122 topics
- GARCH Models111 topic
- Volatility111 topic
- Economic Policy Uncertainty91 topic
- Oil Price Shocks91 topic
- Option Pricing51 topic
- Stochastic Calculus51 topic
- Economic Growth31 topic
- Econophysics31 topic
- Fiscal Policy31 topic
- Multifractal Analysis31 topic
- Analytic Hierarchy Process11 topic
- Fuzzy Differential Equations11 topic
- Parameter Estimation11 topic
- System Identification11 topic
- TOPSIS11 topic
- Uncertainty Theory11 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 32 works and 7,766 citations for Tim Bollerslev, ranking #32,704 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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