George Tauchen

Duke University - Durham / United States

Economics & Econometrics / Economics

AD Scientific Index ID: 1301291

Registration, Add Profile,
Premium Membership

Get Your Global Impact Certificate

George Tauchen's MOST POPULAR ARTICLES

1-) Finite state markov-chain approximations to univariate and vector autoregressions Economics letters 20 (2), 177-181, 1986

2-) Expected stock returns and variance risk premia The Review of Financial Studies 22 (11), 4463-4492, 2009

3-) Which moments to match? Econometric theory 12 (4), 657-681, 1996

4-) Alternative models for stock price dynamics Journal of Econometrics 116 (1-2), 225-257, 2003

5-) Seminonparametric estimation of conditionally constrained heterogeneous processes: Asset pricing applications Econometrica: Journal of the Econometric Society, 1091-1120, 1989

ARTICLES

Add your articles