NBER profile: Tim Bollerslev.

Tim Bollerslev is a Research Associate in the NBER's Program on Asset Pricing. He is also the first Juanita and Clifton Kreps Distinguished Professor of Economics at Duke University and is a Professor of Finance at Duke's Fuqua School of Business. A native of Denmark, he received his M.S. degree in Economics and Mathematics from the University of Aarhus, Denmark, and his Ph.D. degree in Economics from the University of California, San Diego.

Prior to joining Duke's faculty, Bollerslev was the Sharpe Distinguished Professor of Finance at the Kellogg Graduate School of Management at Northwestern University; he was also the Commonwealth Professor of Economics at the University of...