Statistics
Publications
90
Citations
17.1K
H-Index
46
Active since
1981
George Tauchen is an author at Duke University specializing in business, finance, and statistics.
Publications per year
1981–2019
90
90
Expected Stock Returns and Variance Risk Premia
Tim Bollerslev, George Tauchen, Hao Zhou · Review of Financial Studies · 2009 · 1.8K citations
The Price Variability-Volume Relationship on Speculative Markets
George Tauchen, Mark Pitts · Econometrica · 1983 · 1.5K citations
A. Ronald Gallant, Peter E. Rossi, George Tauchen · Review of Financial Studies · 1992 · 1.3K citations
A. Ronald Gallant, George Tauchen · Econometric Theory · 1996 · 1K citations
Gmm Criterion, Parameter Estimation, Performance Studies +12
Rows per page
1–5 of 90