1986
Generalized autoregressive conditional heteroskedasticity
Journal of Econometrics OATop-listed
23k
cites
Researcher
Tim Bollerslev is a Economics scholar at National Bureau of Economic Research. Research spans Complex Systems and Time Series Analysis, Market Dynamics and Volatility. 247 works, 93k citations (h-index 101).
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Affiliation on publications · National Bureau of Economic Research
Journal of Econometrics OATop-listed
Tim Bollerslev, Ray Yeutien Chou, Kenneth F. Kroner
Journal of EconometricsTop-listed
Torben Gustav Andersen, Tim Bollerslev, Francis X. Diebold, Paul Labys
EconometricaTop-listed