Concepedia

George Tauchen

GT

Statistics

Publications

90

Citations

17.2K

H-Index

46

Active since

1981

Affiliations

Duke University(Current)

Northwestern University

University of North Carolina at Chapel Hill

National Bureau of Economic Research

New York University

George Tauchen is an author at Duke University specializing in financial economics, business, and economics.

Publications per year

1981–2019

90

Publications

90

Expected Stock Returns and Variance Risk Premia

Tim Bollerslev, George Tauchen, Hao Zhou · Review of Financial Studies · 2009 · 1.9K citations

Business, Economics, Finance +16

Finite state markov-chain approximations to univariate and vector autoregressions

George Tauchen · Economics Letters · 1986 · 1.6K citations

Engineering, Computer Science, Mathematics +10

The Price Variability-Volume Relationship on Speculative Markets

George Tauchen, Mark Pitts · Econometrica · 1983 · 1.5K citations

Social Sciences, Economics, Finance +14

Stock Prices and Volume

A. Ronald Gallant, Peter E. Rossi, George Tauchen · Review of Financial Studies · 1992 · 1.4K citations · Full text

Business, Economics, Financial Economics +4

Which Moments to Match?

A. Ronald Gallant, George Tauchen · Econometric Theory · 1996 · 1K citations

Business, Business Economics, Financial Econometrics +14

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