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Person · Open Library
- Born
- 1958
- Works
- 5
Top works
- Volatility and time series econometrics
- Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
- Financial market efficiency tests
- Volatility puzzles
- Quasi-maximum likelihood estimation of dynamic models with time varying covariances
via Open Library + Wikidata
Music · MusicBrainz
- Type
- Person
- Gender
- Male
- Origin
- United States
- Active from
- 1957-12-15
classicalfunkinstrumental rockjazzjazz fusionpsychedelic rock
Discography
via MusicBrainz · CC0
Wikidata facts
- Instance of
- human
- Given name
- Tim
- Gender
- male
- Citizenship
- Danish Realm
- Place of birth
- Copenhagen
- Occupation
- university teacher
- Educated at
- University of California, San Diego
- Employer
- Duke University
- Languages spoken
- English language
- Academic degree
- doctorate
- Doctoral advisor
- Robert F. Engle
- Field of work
- financial market
Show 2 more facts
- member of
- Econometric Society
- date of birth
- 1958-01-01
Sources (3)
via Wikidata · CC0