Concepedia

J. Huston McCulloch

JH

34

Publications

3.2K

Citations

24

H-Index

1971

Active since

Affiliations

The Ohio State University(Current)

Harvard University

University of Technology Sydney

J. Huston McCulloch is an author at The Ohio State University specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsStatisticsEconomic AnalysisFinancial EconomicsManagementEngineeringAsset PricingEconometrics

Publications per year

1971–2019

34

Publications

34

Simple consistent estimators of stable distribution parameters

J. Huston McCulloch · Communications in Statistics - Simulation and Computation · 1986 · 645 citations

Parameter Estimation, Density Estimation, Engineering +11

Measuring the Term Structure of Interest Rates

J. Huston McCulloch · The Journal of Business · 1971 · 549 citations

Monetary Policy, Economics, Term Structure Model +12

THE TAX‐ADJUSTED YIELD CURVE

J. Huston McCulloch · The Journal of Finance · 1975 · 499 citations

Economics, Tax Incentive, Optimal Taxation +8

Measuring Tail Thickness to Estimate the Stable Index α: A Critique

J. Huston McCulloch · Journal of Business and Economic Statistics · 1997 · 179 citations

Empirical Finance, Generalized Pareto, Volatility Modeling +15

The Tax-Adjusted Yield Curve

J. Huston McCulloch · The Journal of Finance · 1975 · 136 citations

Economics, Tax Incentive, Optimal Taxation +8

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