Interview with Professor Tim Bollerslev

Interview with Professor Tim Bollerslev

02 October 2012 3:44PM

Professor Tim Bollerslev, a Duke Professor since 1998, has also been an affiliate faculty member at the EDHEC-Risk Institute since its inception in 2008. In June, he traveled to Singapore to teach a Volatility Modeling class at the institute which covered volatility and correlation modeling from ARCH/GARCH models to high-frequency data and volatility modeling and realized volatilities. The following is an interview of Professor Bollerslev by the institute.