Tim Bollerslev
- Finance top 0.01%
- Financial Risk and Volatility Modeling 85
- Stochastic processes and financial applications 29
- Financial Markets and Investment Strategies 22
-
- Monetary Policy and Economic Impact 34
- Economics and Econometrics top 0.01%
- Market Dynamics and Volatility 61
- Complex Systems and Time Series Analysis 31
- Statistics and Probability top 0.1%
- Statistical Methods and Inference 3
-
- Bayesian Methods and Mixture Models 1
- Co-authors
- Torben G. AndersenFrancis X. DieboldRichard T. BailliePaul LabysJeffrey M. WooldridgeRay Yeutien ChouKenneth F. KronerRobert F. Engle
- Journals
- Journal of Econometrics (21 papers)Journal of Business and Economic Statistics (5 papers)Journal of International Money and Finance (4 papers)
- Partner nations
- United StatesDenmarkCanada
In The Last Decade
Tim Bollerslev
96 papers receiving 43.0k citations
Hit Papers
Peers
Comparison fields: 5 of 156
- Finance 39.5k
- General Economics, Econometrics and Finance 15.7k
- Economics and Econometrics 36.5k
- Management Science and Operations Research 4.5k
- Statistics and Probability 2.1k
Countries citing papers authored by Tim Bollerslev
This map shows the geographic impact of Tim Bollerslev's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Tim Bollerslev with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Tim Bollerslev more than expected).
Fields of papers citing papers by Tim Bollerslev
This network shows the impact of papers produced by Tim Bollerslev. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Tim Bollerslev. The network helps show where Tim Bollerslev may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Tim Bollerslev, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2024 | 2 | |
| 2 | 2023 | 5 | |
| 3 | 2023 | 1 | |
| 4 | 2021 | 18 | |
| 5 | 2020 | 21 | |
| 6 | Risk Everywhere: Modeling and Managing Volatilitybreakdown → | 2018 | 245 |
| 7 | 2010 | 21 | |
| 8 | 2008 | 129 | |
| 9 | VOLATILITY AND CORRELATION FORECASTING | 2006 | 32 |
| 10 | Realized Return Volatility, Asset Pricing, and Risk Management | 2006 | 2 |
| 11 | 2004 | 221 | |
| 12 | 2004 | 11 | |
| 13 | 2002 | 216 | |
| 14 | 2000 | 95 | |
| 15 | The Distribution of Exchange Rate Volatility | 1999 | 287 |
| 16 | 1999 | 143 | |
| 17 | 1993 | 243 | |
| 18 | Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariancesbreakdown → | 1992 | 2401 |
| 19 | Generalized autoregressive conditional heteroskedasticity with applications in finance | 1986 | 7 |
| 20 | Generalized autoregressive conditional heteroskedasticitybreakdown → | 1986 | 14451 |
About Tim Bollerslev
Tim Bollerslev is a scholar working on Finance, General Economics, Econometrics and Finance, Economics and Econometrics, Statistics and Probability and Management Science and Operations Research, having authored 97 papers that have together received 47.7k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (85 papers), Market Dynamics and Volatility (61 papers), Monetary Policy and Economic Impact (34 papers), Complex Systems and Time Series Analysis (31 papers), Stochastic processes and financial applications (29 papers), Financial Markets and Investment Strategies (22 papers), Statistical Methods and Inference (3 papers) and Bayesian Methods and Mixture Models (1 paper). The work is most often cited by research in Finance (39.5k citations), General Economics, Econometrics and Finance (15.7k citations), Economics and Econometrics (36.5k citations), Management Science and Operations Research (4.5k citations) and Statistics and Probability (2.1k citations). Tim Bollerslev has collaborated with scholars based in United States, Denmark and Canada. Frequent co-authors include Torben G. Andersen, Francis X. Diebold, Richard T. Baillie, Paul Labys, Jeffrey M. Wooldridge, Ray Yeutien Chou, Kenneth F. Kroner, Robert F. Engle, Clara Vega and Hao Zhou. Their work appears in journals such as Journal of Econometrics, Journal of Business and Economic Statistics, Journal of International Money and Finance, The Review of Economics and Statistics and The Journal of Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.