Tim Bollerslev

Wirtschaftswissenschaftler

Born: 1958, Kopenhagen

Works:

Some like it smooth, and some like it rough: untangling continuous and jump components in measuring, modeling, and forecasting asset return volatility
Volatility forecasting
Real-time price discovery in stock, bond and foreign exchange markets
Practical volatility and correlation modeling for financial market risk management

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Tim Bollerslev

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